Volume determination in stock and stock index futures markets: an analysis of arbitrage and volatility effects
| Year of publication: |
1987
|
|---|---|
| Authors: | John J. Merrick, Jr. |
| Institutions: | Federal Reserve Bank of Philadelphia |
| Subject: | Arbitrage | Futures | Stock market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 87-2 |
| Source: |
Persistent link: https://www.econbiz.de/10005389745