Price and volume effect of initial single stock futures trading
| dc.contributor.author | De Beer, Johan | |
| dc.contributor.email | js.debeer@up.ac.za | en_US |
| 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 |