Program trading and individual stock returns : ingredients of the triple-witching brew
Hans R. Stoll ; Robert E. Whaley
| Year of publication: |
1990
|
|---|---|
| Authors: | Stoll, Hans R. |
| Other Persons: | Whaley, Robert E. (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 63.1990, 1
|
| Subject: | Börsenkurs | Share price | Derivat | Derivative | Computerunterstützung | Computerized method | Index-Futures | Index futures | Indexanleihe | Index-linked bond | Arbitrage | USA | United States |
| 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/10001274007