Moving Wall: 3 years What is the moving wall? Export a Text file For BibTex. Disagreement and the Stock Market CFA DigestNovemberVol. Request full-text Citations Citations 62 References References 34 Is Increasee Any Real Market Indicator to Predict Stock Index Returns? Stock market indices. Forum for the perspectives of leading practitioners, academics, and regulators.




Access JSTOR through your library or other institution:. Log in through your institution. The goal of the Financial Analysts Journal is to advance the knowledge and understanding of the practice of investment management through stok publication volatiliyt high-quality, practitioner-relevant research. The FAJ should serve as a Tgading between academic research and practice by seeking academically rigorous papers that have direct relevance Does futures trading increase stock market volatility The practitioners.

Forum for presenting practitioner research. Forum for the perspectives of leading practitioners, academics, and regulators. Moving walls are generally represented in years. In rare instances, a. Note: In calculating the moving wall, the current year is not counted. For example, if the current year is and a journal has a 5 year. Already have an account? Login Login via your institution Login futurfs your institution JSTOR is part of ITHAKA, a not-for-profit organization helping the academic community use digital technologies to preserve the scholarly record and to advance research and teaching in sustainable ways.

You put option wiki 4g not currently logged in. If You Use a Screen Reader This content vplatility available through Read Online Free program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader. Published by: CFA Institute. You can always find the topics here! Stock market indices.

Were these topics helpful? These topics are helpful. These topics are not helpful. Select the topics that are inaccurate. Add to Sstock Lists. Export a RIS file For EndNote, ProCite, Reference Manager, Zotero…. Futres a Text file For BibTex. Note: Markeh review your references and make any necessary corrections before using. Pay attention to names, capitalization, Does futures trading increase stock market volatility The dates. Financial Analysts Journal Description: The goal of the Financial Analysts Journal is to advance the knowledge and understanding of the practice of investment management through the publication of high-quality, practitioner-relevant research.

Moving Wall: 3 years What is the moving wall? The "moving wall" represents the time period between the last issue. Terms Related to the Moving Wall. Fixed walls: Journals with no new volumes being added to the archive. Absorbed: Journals ihcrease are combined with another title. Complete: Journals that markft no longer published or that have been. You have javascript disabled. Read Online Free relies on page scans, which are not currently available to screen readers.

To access this article, please contact JSTOR User Support. Add to your shelf. Login via your institution. Whenever high market volatility occurs, the tendency seems to be to blame it on whatever new is going on at the time. One of the most if not the most extraordinary innovations to occur in financial markets in recent years has been the advent and explosive growth of equity futures trading. It is hardly surprising that futures, particularly equity index futures, have been singled out as a possible cause of the recent market volatility.

To focus only on recent events, however, is to ignore most of the evidence. Equity futures began trading inso there exists a substantial body of data for use in testing the argument that financial futures trading has increased cash market volatility. To date, this evidence does not support the contention that stock index futures trading has destabilized the market. The day-to-day price volatility of the stock market over the year period marker to May does not indicate that the introduction of futures trading resulted in an increase in stock price volatility.

While there is evidence stok futures-induced short-run volatility, such as that occurring on futures contract expiration days, this volatility does not appear to carry over to longer periods of time. JSTOR is part of ITHAKA, a not-for-profit organization helping the academic community use digital technologies to preserve the scholarly record and broker forex dengan spread rendah daftar advance research and teaching in sustainable ways.

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Stock Index Futures Dive, Get Ready Volatility Is Back


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