Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Sung C. Bae; Taek Ho Know; Jong Won Park
| Year of publication: |
2004
|
|---|---|
| Authors: | Bae, Sung-chul ; Know, Taek Ho ; Park, Jong Won |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 12, p. 1195-1228
|
| Subject: | Südkorea | South Korea | Volatilität | Volatility | Index-Futures | Index futures | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Spotmarkt | Spot market |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002428805