Index and Index-Futures Returns
Author:
Affiliation:
1. Leonard N. Stern Graduate School of Business, New York University, New York 10006, and Faculty of Management, Tel-Aviv University, Tel Aviv, Israel.
Publisher
SAGE Publications
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://journals.sagepub.com/doi/pdf/10.1177/0148558X8900400401
Reference24 articles.
1. Dealership market
2. Asset pricing and the bid-ask spread
3. Trading Mechanisms and Stock Returns: An Empirical Investigation
4. Liquidity and Asset Prices: Financial Management Implications
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