Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/46822
Title: Volatility, volume and pricing efficiency in the stock index futures market when the underlying cash market does not trade
Authors: Chan, YC 
Issue Date: 2002
Source: European Financial Management Association Annual Meeting, England, 2002 How to cite?
URI: http://hdl.handle.net/10397/46822
Appears in Collections:Conference Paper

Show full item record

Page view(s)

42
Last Week
0
Last month
Citations as of Jul 10, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.