The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Year of publication: |
1995
|
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Authors: | Hiraki, Takato |
Other Persons: | Maberly, Edwin D. (contributor) ; Takezawa, Nobuya (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 19.1995, 5, p. 921-936
|
Subject: | Derivat | Derivative | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | Japan | 1988-1991 |
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