The impact of share index futures trading on the volatility and liquidity of the underlying assets on the Johannesburg stock exchange
Bibliography: leaves 68-71. === This study covers the period from 1990 to 1997 and investigates the relationship between the volume and value of index futures trading for the three main share indices and the volatility of the underlying assets on the JSE. The results of the regression tests indicate...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/9723 |