Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach
| Year of publication: |
1993
|
|---|---|
| Authors: | Wahab, Mahmoud ; Lashgari, Malek |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 13.1993, 7, p. 711-742
|
| Publisher: |
John Wiley & Sons, Ltd. |