Using high, low, open, and closing prices to estimate the effects of cash settlement on futures prices
| Year of publication: |
2003
|
|---|---|
| Authors: | Chan, Leo ; Lien, Donald |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 12.2003, 1, p. 35-47
|
| Publisher: |
Elsevier |