THE RELATIVE VOLATILITY OF THE MARKETS IN EQUITIES AND INDEX FUTURES

Abstract

Journal of Business Finance & AccountingVolume 22, Issue 2 p. 201-223 THE RELATIVE VOLATILITY OF THE MARKETS IN EQUITIES AND INDEX FUTURES John Board, John BoardSearch for more papers by this authorCharles Sutcliffe, Corresponding Author Charles Sutcliffe The authors are respectively from the Department of Accounting and Finance, the London School of Economics and Political Science; and the Department of Accounting and Management Science, the University of Southampton. They wish to thank Stephen Taylor, University of Lancaster, Pradeep Yadav, University of Strathclyde and the anonymous referee for their comments on an earlier draft of this paper.Address for correspondence: Charles Sutcliffe, Department of Accounting and Management Science, the University of Southampton, Highfield, Southampton SO17 1BJ.Search for more papers by this author John Board, John BoardSearch for more papers by this authorCharles Sutcliffe, Corresponding Author Charles Sutcliffe The authors are respectively from the Department of Accounting and Finance, the London School of Economics and Political Science; and the Department of Accounting and Management Science, the University of Southampton. They wish to thank Stephen Taylor, University of Lancaster, Pradeep Yadav, University of Strathclyde and the anonymous referee for their comments on an earlier draft of this paper.Address for correspondence: Charles Sutcliffe, Department of Accounting and Management Science, the University of Southampton, Highfield, Southampton SO17 1BJ.Search for more papers by this author First published: March 1995 https://doi.org/10.1111/j.1468-5957.1995.tb00679.xCitations: 5 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume22, Issue2March 1995Pages 201-223 RelatedInformation