Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
Year of publication: |
2008
|
---|---|
Authors: | Liu, Shinhua |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 34.2008, 1, p. 77-91
|
Publisher: |
Springer |
Subject: | Nikkei 225 futures | Underlying stocks | Return predictability | Price informativeness |
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