Index futures and positive feedback trading : evidence from major stock exchanges
Year of publication: |
2005
|
---|---|
Authors: | Antoniou, Antonios ; Koutmos, Gregory ; Pericli, Andreas Neophytou |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 2, p. 219-238
|
Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Welt | World | Autokorrelation | Autocorrelation |
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