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The impact of index furures trading on day-of-the-week effects in Japan
Hiraki, Takato; Maberly, Edwin D.; Taube, Paul M. - In: Pacific-Basin finance journal 6 (1998) 5, pp. 493-506
Persistent link: https://www.econbiz.de/10001376519
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The daily distribution of changes in the price of stock index futures
Dyl, Edward A. - In: The journal of futures markets 6 (1986) 4, pp. 513-521
Persistent link: https://www.econbiz.de/10001135354