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...
Saved in:
| 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!
|
Similar Items
-
DIVIDEND POLICY, TRADING VOLUME AND ORDER IMBALANCE, AND ITS IMPACT ON STOCK PRICE VOLATILITY
by: Putri Elgi Ramadhani, et al.
Published: (2024-12-01) -
The role of stock prices and market efficiency in predicting future profitability on the Tehran Stock Exchange
by: Yasin Fattahi, et al.
Published: (2025-05-01) -
VOLATILITY OF GOLD AND OIL PRICES ON THE INDONESIAN STOCK MARKET IN GEOPOLITICAL CRISIS
by: Natanael Kristolife Ardana Hadi, et al.
Published: (2025-06-01) -
Dynamics of Foreign Exchange Futures Trading Volumes in Thailand
by: Woradee Jongadsayakul
Published: (2024-09-01) -
Price-volume relation behavior around structural breaks in Kuwait Boursa
by: Fayez A. Abdulsalam, et al.
Published: (2019-04-01)