Index futures, program trading, and the covariability of the major market index stocks
| Year of publication: |
1991
|
|---|---|
| Authors: | Martin, John D. ; A. J. Senchack Jr. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 11.1991, 1, p. 95-111
|
| Publisher: |
John Wiley & Sons, Ltd. |