The informational content of the interday price change with respect to stock index futures
Year of publication: |
1986
|
---|---|
Authors: | Maberly, Edwin D. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 6.1986, 3, p. 385-395
|
Subject: | Derivat | Derivative | Index-Futures | Index futures | Informationswert | Information value | USA | United States | 1982-1985 |
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