Effects of spot market short-sale constraints on index futures trading
Frank J. Fabozzi, Ahmet K. Karagozoglu, and Na Wang
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Karagozoglu, Ahmet K. ; Wang, Na |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 5, p. 1975-2005
|
| Subject: | Index-Futures | Index futures | Spotmarkt | Spot market | Leerverkauf | Short selling | Volatilität | Volatility | Terminmarkt | Derivatives market | China | 2010-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804673