Futures-Trading Activity and Stock Price Volatility

Hendrik Bessembinder, Paul J. Seguin

DOI: 10.2307/2329008

The Journal of Finance

Data up to Jan 2025

Published1992

Citations291

References2

Fields

Economics Geography Financial economics Econometrics Monetary economics

Total Citations Per Year

Abstract

References (2)

The Persistence of Volatility and Stock Market Fluctuations

1986 • 596 citations

New Trading Practices and Short-Run Market Efficiency

1990 • 8 citations

Cited By (0)

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Futures-Trading Activity and Stock Price Volatility (1992) – The Journal of Finance | Metascience Observatory Explorer