An examination of the relationship between stock index cash and futures markets : a cointegration approach
Michael A. Pizzi ; Andrew J. Economopoulos ; Heather M. O'Neill
| Year of publication: |
1998
|
|---|---|
| Authors: | Pizzi, Michael A. |
| Other Persons: | Economopoulos, Andrew James (contributor) ; O'Neill, Heather M. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 3, p. 297-305
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| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1987 |
| 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/10001242653