How does leverage in stock market influence the margin of stock index futures?
Hailong Liu and Yushan Shi
| Year of publication: |
2018
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|---|---|
| Authors: | Liu, Hailong ; Shi, Yushan |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 12, p. 816-820
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| Subject: | leverage | Margin of stock index futures | market impact | portfolio rebalance | Index-Futures | Index futures | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1368982 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129870