Clustering in the futures market: Evidence from S&P 500 futures contracts
| Year of publication: |
2004
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|---|---|
| Authors: | Schwartz, Adam L. ; Van Ness, Bonnie F. ; Van Ness, Robert A. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 5, p. 413-428
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