Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRS
| Year of publication: |
1999
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|---|---|
| Authors: | Chu, Quentin C. ; Hsieh, Wen-liang Gideon ; Tse, Yiuman |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 8.1999, 1, p. 21-34
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