Price and volume effect of initial single stock futures trading

dc.contributor.author	De Beer, Johan
dc.date.accessioned	2011-06-21T06:42:55Z
dc.date.available	2011-06-21T06:42:55Z
dc.date.issued	2010
dc.description.abstract	The introduction of single stock futures to a market allows for a per company impactassessment of futures trading activity. Thirty-eight South African companies were evaluated in terms of a possible price and volume effect due to the initial trading of their respective single stock futures contracts. An event study revealed that SSF trading had little impact on the underlying share prices while a normalised volume comparison pre to post SSF trading showed a general increase in spot market trading volumes.	en
dc.identifier.citation	De Beer, J 2010, 'Price and volume effect of initial single stock futures trading', Corporate Ownership & Control, vol. 7, no. 2, pp. 366-381.[http://www.virtusinterpress.org/]	en
dc.identifier.uri	http://hdl.handle.net/2263/16880
dc.language.iso	en	en_US
dc.publisher	Virtus Enterpress	en_US
dc.rights	Virtus Enterpress	en_US
dc.subject	Equity shares	en
dc.subject	Price effect	en
dc.subject	Volume effect	en
dc.subject	Spot market	en
dc.subject.lcsh	Single stock futures	en
dc.subject.lcsh	Futures market	en
dc.title	Price and volume effect of initial single stock futures trading	en
dc.type	Postprint Article	en