Trading behavior and price discovery during the S&P 500 rollover
Year of publication: |
2009
|
---|---|
Authors: | Huang, Tzu-man ; Locke, Peter R. |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 48.2009, 4, p. 5-27
|
Subject: | Index-Futures | Index futures | Finanzanalyse | Financial analysis | Informationswert | Information value | Wertpapierhandel | Securities trading | Börsenkurs | Share price | 1996-2001 |
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