Pricing efficiency of the S&P 500 index market : evidence from the Standard & Poor's Depositary Receipts
Year of publication: |
2002
|
---|---|
Authors: | Chu, Quentin C. ; Hsieh, Wen-Liang Gideon |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 9, p. 877-900
|
Subject: | Geldmarktpapier | Money market instruments | Index-Futures | Index futures | Arbitrage | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis |
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