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A note on the effects of the initiation of major market index futures on the daily returns of the component stocks
Author(s) -
Laatsch Francis E.
Publication year - 1991
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.3990110305
Subject(s) - futures contract , index (typography) , citation , futures market , state (computer science) , financial economics , economics , library science , computer science , world wide web , algorithm