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1. Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Liu, Shengnan ; Gu, Rongbao ; Yang, Linshan.
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2. Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Wu, Ming ; Ohk, Ki Yool .
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   RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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3. The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Ma, Huan ; Arkorful, Gideon Bruce ; Zhang, Chuanhai.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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4. Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales. (2022). Kakinaka, Shinji ; Umeno, Ken.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001404.

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5. Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News. (2022). Deng, Yiqi ; Yiu, Siu Ming.
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6. An empirical study on the role of trading volume and data frequency in volatility forecasting. (2021). Lee, Chien-Chiang ; Choo, Wei Chong ; Liu, Min.
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   RePEc:wly:jforec:v:40:y:2021:i:5:p:792-816.

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7. Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Feng, MA ; Abderrazak, Dhaoui ; Julien, Chevallier.
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8. Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Menchetti, Fiammetta ; Cipollini, Fabrizio ; Mealli, Fabrizia.
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9. Feedback trading strategies and long-term volatility. (2020). Babalos, Vassilios ; Kyriakou, Maria I ; Koulakiotis, Athanasios ; Kiohos, Apostolos.
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10. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
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11. Forward Freight Agreements and Market Transparency in the Capesizs Sector. (2019). Pelagidis, Theodore ; Panagiotopoulos, George.
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12. Impact of Single Stock Futures on Feedback Trading, Trading Volume and Volatility: A Modified Approach. (2019). Shah, Attaullah ; Imran, Attaullah Shah.
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13. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Roubaud, David ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
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14. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Yarovaya, Larisa ; Aloui, Chaker ; Keung, Marco Chi ; Hkiri, Besma.
    In: Research in International Business and Finance.
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15. Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali ; Shi, Yukun ; Zhao, Yang ; Wei, Mingzhe.
    In: International Review of Economics & Finance.
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16. Price Discovery and Volatility Transmission in Currency Spot and Futures Markets in India: An Empirical Analysis. (2017). Sakyi, Daniel ; Chittedi, Krishna.
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17. Dynamics of volatility behaviour and transmission: evidences from BRICS countries. (2016). Narula, Isha.
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18. A Study of Expiration-day Effects of Index Derivatives Trading in India. (2016). Mahalwala, Rachna.
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19. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Yarovaya, Larisa ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung.
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20. The effect of index futures trading on volatility: Three markets for Chinese stocks. (2015). Siklos, Pierre ; Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Sikl, .
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21. Impact of Currency Futures on Volatility in Exchange Rate. (2015). Kumar, Ashish.
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22. The effect of index futures trading on volatility: Three markets for Chinese stocks. (2015). Siklos, Pierre ; Bohl, Martin T. ; Diesteldorf, Jeanne.
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23. Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison. (2014). Fawson, Chris ; Chen, Mei-Ling ; Wang, Kai-Li ; Wu, An-Chi.
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24. Is cognitive bias really present in analyst forecasts? The role of investor sentiment. (2014). Santamaria, Rafael ; Corredor, Pilar ; Ferrer, Elena.
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25. .

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26. Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE. (2013). Çevik, Emrah ; Okur, Mustafa.
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27. Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis. (2013). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Tiwaric, Aviral Kumar.
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28. REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS. (2013). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel.
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29. Asymmetric and threshold effects on comovements among Germanic cross-listed equities. (2012). ΚΑΡΤΑΛΗΣ, ΝΙΚΟΛΑΟΣ ; Kartalis, Nikos ; Papasyriopoulos, Nicholas ; Lyroudi, Katerina ; Koulakiotis, Athanasios.
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30. The Impact of Trading Activity by Trader Types on Asymmetric Volatility in Nasdaq-100 Index Futures. (2011). Tse, Yiuman ; Kittiakaraskun, Jullavut.
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31. The effectiveness of the sunshine effect in Taiwans stock market before and after the 1997 financial crisis. (2011). wang, kuan min ; Lee, Yuan-Ming.
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32. Changes in volatility of credit spread and market efficiency during rapid growth of credit-related securities. (2010). Wang, Jun ; Hessel, Christopher.
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33. The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics. (2008). Paudyal, Krishna ; Holmes, Phil ; Chau, Frankie.
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34. Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures. (2003). Speight, Alan E H, ; McMillan, David G.
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35. Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis. (2003). Pescetto, Gioia ; Violaris, Antonis ; Antoniou, Antonios.
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36. The impact of futures trading on spot index volatility: evidence for Taiwan index futures. (2002). Chiang, Min-Hsien ; Wang, Cheng-Yu.
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