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Program trading and stock and futures price volatility
Author(s) -
Grossman Sanford J.
Publication year - 1988
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.3990080403
Subject(s) - grossman , futures contract , financial economics , citation , economics , volatility (finance) , stock (firearms) , library science , computer science , keynesian economics , history , archaeology
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