Intraday Volatility in the Stock Index and Stock Index Futures Markets

Abstract

Journal Article Intraday Volatility in the Stock Index and Stock Index Futures Markets Get access Kalok Chan, Kalok Chan Arizona State University Search for other works by this author on: Oxford Academic Google Scholar K. C. Chan, K. C. Chan The Ohio State University Search for other works by this author on: Oxford Academic Google Scholar G. Andrew Karolyi G. Andrew Karolyi The Ohio State University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 4, Issue 4, October 1991, Pages 657–684, https://doi.org/10.1093/rfs/4.4.657 Published: 05 May 2015