USING INTRADAY DATA TO TEST FOR EFFECTS OF INDEX FUTURES ON THE UNDERLYING STOCK MARKETS

被引:0
|
作者
CHOI, H [1 ]
SUBRAHMANYAM, A [1 ]
机构
[1] UNIV CALIF LOS ANGELES, FACHBEREICH MANAGEMENT, ANDERSON GRAD SCH MANAGEMENT, DEPT FINANCE, LOS ANGELES, CA 90024 USA
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中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:293 / 322
页数:30
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