Stock volatility and the levels of the basis and open interest in futures contracts
Nai-Fu Chen ; Charles J. Cuny and Robert A. Haugen
| Year of publication: |
1995
|
|---|---|
| Authors: | Chen, Nai-fu |
| Other Persons: | Cuny, Charles John (contributor) ; Haugen, Robert A. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 50.1995, 1, p. 281-300
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | USA | United States | 1986-1990 |
| 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/10001178306