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

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