The impact of single stock futures on the South African equity market

The impact of single stock futures on the South African equity market

Show other versions (1)

Text in English with summaries in English and Afrikaans === The introduction of single stock futures to a market presents the opportunity to assess an individual company's response to futures trading directly, in contrast to the market-wide impact obtained from index futures studies. Thirty-e...

Full description

Bibliographic Details
Main Author: De Beer, Johannes Scheepers
Other Authors: Marx, Johan
Format: Others
Language:en
Published: 2009
Subjects:
Equity shares
Event study
Futures trading
GARCH model
Price effect
Single stock futures
Spot market
Volatility effect
Volatility level
Volatility structure
Volume effect
332.64268
Stock exchanges > South Africa
Single stock futures > South Africa
Futures > South Africa
Online Access:De Beer, Johannes Scheepers (2009) The impact of single stock futures on the South African equity market, University of South Africa, Pretoria, <http://hdl.handle.net/10500/1339>
http://hdl.handle.net/10500/1339

Internet

De Beer, Johannes Scheepers (2009) The impact of single stock futures on the South African equity market, University of South Africa, Pretoria, <http://hdl.handle.net/10500/1339>
http://hdl.handle.net/10500/1339

Similar Items