MARGIN LEVELS AND BEHAVIOR OF FUTURES PRICES

被引：7

作者：

BEAR, RM ^{[1
]}

机构：

[1] PENN STATE UNIV, UNIVERSITY PK, PA 16802 USA

来源：

关键词：

D O I：

10.2307/2329625

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1907 / 1930

页数：24

共 39 条

[1]

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[2]

ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[3]

Bachelier L., 1964, RANDOM CHARACTER STO

[4]

BEAR R, 1970, THESIS U IOWA

[5]

COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347

[6]

Fama E.F., 1966, J BUSINESS, V39

[7] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J].

FAMA, EF .

[8] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[9] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J].

FAMA, EF .

[10]

*FARM AG SEEK CONT, 1967, WALL STREET J 0320, P26