Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Taufiq Choudhry
| Year of publication: |
1997
|
|---|---|
| Authors: | Choudhry, Taufiq |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 6, p. 689-705
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Australien | Australia | Hongkong | Hong Kong | Japan | 1990-1994 |
| 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/10001228026