The Price and Volume Effect of Single-Stock Futures Trading on the Pakistani stock market

The advent of single-stock futures (SSFs) provides an opportunity to investigate the company-wide impact of futures trading rather than the marketwide response captured through index futures contracts. This study analyzes the price and volume effect of SSFs on the underlying spot market based on a...

Full description

Saved in:
Bibliographic Details
Main Authors: Adil Awan, Syed M. Amir Shah
Format: Article
Language:English
Published: Lahore School of Economics 2014-05-01
Series:The Lahore Journal of Business
Subjects:
Online Access:https://journals.lahoreschool.edu.pk/LJB/LJB/article/view/23
Tags: Add Tag
No Tags, Be the first to tag this record!