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Short sales restrictions and the temporal relationship between stock index cash and derivatives markets
Author(s) -
Puttonen Vesa
Publication year - 1993
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.3990130606
Subject(s) - futures contract , price discovery , financial economics , autoregressive integrated moving average , economics , cash , financial econometrics , index (typography) , stock market , stock market index , share price , citation , futures market , financial market , stock exchange , finance , mathematics , statistics , political science , time series , law , computer science , history , archaeology , world wide web , indirect finance , context (archaeology)
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