Stock Index Futures Trading and Volatility in International Equity Markets

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Bitcoin Futures—What use are they? (2018, background): “Gulen and Mayhew [2000] found a noticeable increase in volatility in the U.”
Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries (2014, methodology): “12 This analytical framework is similar to that adopted by Gulen and Mayhew (2000) in the context of the impact of equity index futures trading on stock market volatility in twenty-five countries.”
Asset Prices Under Short-Sale Constraints (2006, background): “Equation (26) demonstrates the informational effect of short-sale constraints on asset prices.”
Futures Trading Activity and Commodity Cash Price Volatility (2005, unknown): “Accounting for time-varying patterns of price volatility (which is often modeled as a GARCH process), more recent works (e.g., Antoniou and Foster, 1992; and Gulen and Mayhew, 2000) generally did not alter this conclusion.”