Journal of Futures MarketsVolume 18, Issue 2 p. 151-166 The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news Antonios Antoniou, Corresponding Author Antonios Antoniou Dept. of Economics and Finance, Brunel University, Uxbridge, Middlesex UB8 3PH, UKDept. of Economics and Finance, Brunel University, Uxbridge, Middlesex UB8 3PH, UKSearch for more papers by this authorPhil Holmes, Phil Holmes Department of Economics, University of DurhamSearch for more papers by this authorRichard Priestley, Richard Priestley Norwegian School of ManagementSearch for more papers by this author Antonios Antoniou, Corresponding Author Antonios Antoniou Dept. of Economics and Finance, Brunel University, Uxbridge, Middlesex UB8 3PH, UKDept. of Economics and Finance, Brunel University, Uxbridge, Middlesex UB8 3PH, UKSearch for more papers by this authorPhil Holmes, Phil Holmes Department of Economics, University of DurhamSearch for more papers by this authorRichard Priestley, Richard Priestley Norwegian School of ManagementSearch for more papers by this author First published: 07 December 1998 https://doi.org/10.1002/(SICI)1096-9934(199804)18:2<151::AID-FUT2>3.0.CO;2-1Citations: 99AboutPDF 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 onFacebookTwitterLinked InRedditWechat Citing Literature Volume18, Issue2April 1998Pages 151-166 RelatedInformation