An alternative specification for intraday simultaneity in spot and futures markets
| Year of publication: |
1997
|
|---|---|
| Authors: | Mercer, Jeffrey M. |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 37.1997, 3, p. 667-682
|
| Publisher: |
Elsevier |