Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test

Gespeichert in:

Autor*in:	Chan, K. [verfasserIn] Chung, Y.P.

Format:	Artikel

Erschienen:	1993

Umfang:	26

Übergeordnetes Werk:	Enthalten in: Journal of banking & finance - Amsterdam [u.a.] : Elsevier, 1977, 17(1993), 4, Seite 663-688
Übergeordnetes Werk:	volume:17 ; year:1993 ; number:4 ; pages:663-688 ; extent:26

Katalog-ID:	OLC1704162807

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