Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test
| Year of publication: |
1993
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|---|---|
| Authors: | Chan, K. ; Chung, Y.P. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 17.1993, 4, p. 663-688
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