SHORT-RUN DEVIATIONS AND VOLATILITY IN SPOT AND FUTURES STOCK RETURNS- EVIDENCE FROM AUSTRALIA, HONG-KONG, AND JAPAN

Authors
CHOUDHRY T
Citation
T. Choudhry, SHORT-RUN DEVIATIONS AND VOLATILITY IN SPOT AND FUTURES STOCK RETURNS- EVIDENCE FROM AUSTRALIA, HONG-KONG, AND JAPAN, The journal of futures markets, 17(6), 1997, pp. 689-705
Citations number
36
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
17
Issue
6
Year of publication
1997
Pages
689 - 705
Database
ISI
SICI code
0270-7314(1997)17:6<689:SDAVIS>2.0.ZU;2-6