An examination of the relationship between stock index cash and futures markets : a cointegration approach
Year of publication: |
1998
|
---|---|
Authors: | Pizzi, Michael A. |
Other Persons: | Economopoulos, Andrew James (contributor) ; O'Neill, Heather M. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 3, p. 297-305
|
Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1987 |
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