Relationship between share index volatility, basis and open interest in futures contracts: The South African experience

B. Motladiile; E. V.D.M. Smit

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Crossref Citations

1. Informational role of futures volume for spot volatility
Shailesh Rastogi, Vikas Tripathi, Sunaina Kuknor
Pacific Accounting Review vol: 34 issue: 1 first page: 49 year: 2022
doi: 10.1108/PAR-01-2020-0005

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South African Journal of Business Management | ISSN: 2078-5585 (PRINT) | ISSN: 2078-5976 (ONLINE)