INCREASED STOCK VOLATILITY AND EXCESS RETURNS IN THE INDEX FUTURES TRADING ERA - NEW EVIDENCE FROM ADDITIONS TO THE STANDARD-AND-POOR-500 INDEX

Authors
THOSAR S TRIGEORGIS L
Citation
S. Thosar et L. Trigeorgis, INCREASED STOCK VOLATILITY AND EXCESS RETURNS IN THE INDEX FUTURES TRADING ERA - NEW EVIDENCE FROM ADDITIONS TO THE STANDARD-AND-POOR-500 INDEX, The Journal of finance, 48(3), 1993, pp. 1120-1121
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
48
Issue
3
Year of publication
1993
Pages
1120 - 1121
Database
ISI
SICI code
0022-1082(1993)48:3<1120:ISVAER>2.0.ZU;2-Q