Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Donald Lien; Gerui Lim; Li Yang; Chunyang Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Lim, Gerui ; Li, Yang ; Zhou, Chunyang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 4, p. 327-342
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Liquidität | Liquidity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009725623