Economics, Econometrics and Finance
4 years ago

Single Stock Futures Trading in Thailand Decreases Market Volatility

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AU-GSB e-JOURNAL
THE IMPACT OF SINGLE STOCK FUTURES ON SPOT PRICE VOLATILITY OF UNDERLYING STOCK IN THE STOCK EXCHANGE OF THAILAND DURING 2006 - 2012
Arada Muntanaveerakul, Nopphon Tangjitprom, Thananun Siwamogsatham

Paper Summary

The study looked at how Single Stock Futures trading affected stock market volatility in Thailand from 2006 to 2012. Using a GARCH model, the researchers found that introducing Single Stock Futures actually stabilized the market volatility. This means that trading these futures helped decrease the ups and downs in stock prices. The results showed that after Single Stock Futures were introduced, the volatility in the stock market decreased.

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