Premium
Short‐run deviations and volatility in spot and futures stock returns: Evidence from Australia, Hong Kong, and Japan
Author(s) -
Choudhry Taufiq
Publication year - 1997
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199709)17:6<689::aid-fut4>3.0.co;2-a
Subject(s) - futures contract , stock (firearms) , citation , financial economics , volatility (finance) , economics , library science , history , computer science , archaeology