Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume : a transactions data test
Kalok Chan ; Y. Peter Chung
| Year of publication: |
1993
|
|---|---|
| Authors: | Chan, Kalok |
| Other Persons: | Chung, Y. Peter (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 17.1993, 4, p. 663-687
|
| Subject: | Derivat | Derivative | USA | United States | 1984-1985 |
| 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/10001147074