A transactions data test of stock index futures market efficiency and index arbitrage profitability
Y. Peter Chung
| Year of publication: |
1991
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|---|---|
| Authors: | Chung, Y. Peter |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 5, p. 1791-1809
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| Subject: | Index-Futures | Index futures | Arbitrage | USA | United States | 1984-1986 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001115515