Trading costs and the relative rates of price discovery in stock, futures, and option markets
Jeff Fleming ; Barbara Ostdiek ; Robert E. Whaley
| Year of publication: |
1996
|
|---|---|
| Authors: | Fleming, Jeff |
| Other Persons: | Ostdiek, Barbara (contributor) ; Whaley, Robert E. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 4, p. 353-387
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Transaktionskosten | Transaction costs | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1988-1991 |
| 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/10001198895