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Using intraday data to test for effects of index futures on the underlying stock markets
Author(s) -
Chol Hong,
Subrahmanyam Avanidhar
Publication year - 1994
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.3990140305
Subject(s) - futures contract , stock (firearms) , citation , test (biology) , index (typography) , stock index futures , library science , economics , management , financial economics , history , stock market index , computer science , stock market , world wide web , paleontology , context (archaeology) , archaeology , biology
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