The impact of stock index futures trading on daily returns seasonality : a multicountry study
Robert W. Faff; Michael D. McKenzie
| Year of publication: |
2002
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|---|---|
| Authors: | Faff, Robert W. ; McKenzie, Michael D. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 75.2002, 1, p. 95-125
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| Subject: | Index-Futures | Index futures | Wertpapierhandel | Securities trading | Aktienindex | Stock index | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Australien | Australia | Spanien | Spain | Deutschland | Germany | Japan | Schweiz | Switzerland | Großbritannien | United Kingdom | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001641883