Intraday volatility in the stock index and stock index futures markets
Year of publication: |
1991
|
---|---|
Authors: | Chan, Kalok |
Other Persons: | Chan, K. C. (contributor) ; Karolyi, G. Andrew (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 4.1991, 4, p. 657-684
|
Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Index-Futures | Index futures | USA | United States | 1984-1989 |
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