PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET
Year of publication: |
2005-12-12
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Authors: | Kenourgios, Dimitris |
Institutions: | EconWPA |
Subject: | Athens Derivatives Exchange | FTSE/ASE 20 futures contract | Price discovery | Cointegration analysis | Causality |
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