1、Index futures and options and stock market volatility
作者：Koutmos, Gregory, Pericli, Andreas
杂志：Journal of Futures Markets  1997
连接：http://www.faqs.org/abstracts/Business-general/Index-futures-and-options-and-stock-market-volatility-Dynamic-hedging-of-commercial-paper-with-T-bil.html

2、Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets
作者：Eric C. Changa, b, Joseph W. Chengc and J. Michael Pinegar
杂志：

Journal of Banking & Finance
Volume 23, Issue 5, May 1999, Pages 727-753
连接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4123M78-2&_user=10&_coverDate=05%2F31%2F1999&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1510824166&_rerunOrigin=google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=51fa1dd31cb1265bea794b1a55afa8dd&searchtype=a
3、Spot Price Volatility, Information and Futures Trading: Evidence from a Thinly Traded Market
作者：Holmes, Phil
杂志：journal Applied Economics Letters.  1996
连接： http://taylorandfrancis.metapress.com/link.asp?id=101478
4、

Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH

作者：Holmes, Phil, Antoniou, Antonios
杂志：Journal of Banking & Finance  1995
连接：http://www.faqs.org/abstracts/Business/Futures-trading-information-and-spot-price-volatility-evidence-for-the-FTSE-100-Stock-Index-Futures-.html