Please use this identifier to cite or link to this item:
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
Appears in Collections:Conference Paper

Show full item record

Page view(s)

Last Week
Last month
Citations as of Sep 22, 2020

Google ScholarTM


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