Empirical analysis of the liquidity of the S&P 500 index futures market during the October 1987 market break
Year of publication: |
1990
|
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Other Persons: | Wang, George H. K. (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 4.1990, p. 191-218
|
Subject: | Index-Futures | Index futures | Liquidität | Liquidity | USA | United States | 1987-1988 |
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