Keywords: unexpected trading activity
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2005) 13 (1): 29–52.
Published: 31 May 2005
..., this study examines the effect of futures-trading activity on the liquidity of spot markets, Results show that active futures markets enhance the liquidity of soot markets. Futures Trading Spot Market Liquidity Market Volatility Unexpected Trading Activity © 2005 Emerald Publishing Limited 2005...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (2): 81–102.
Published: 30 November 2003
...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode volatility asymmetry Implied volatility expected trading activity unexpected trading activity ...

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