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Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects
Author(s) -
Merrick John J.
Publication year - 1987
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/fut.3990070503
Subject(s) - futures contract , arbitrage , economics , financial economics , volatility (finance) , publication , stock (firearms) , business , history , advertising , archaeology
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