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THE DAILY DISTRIBUTION OF CHANGES IN THE PRICE OF STOCK INDEX FUTURES
被引:11
作者
:
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,BUSINESS ADM,CASPER,WY
UNIV WYOMING,BUSINESS ADM,CASPER,WY
DYL, EA
[
1
]
MABERLY, ED
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,BUSINESS ADM,CASPER,WY
UNIV WYOMING,BUSINESS ADM,CASPER,WY
MABERLY, ED
[
1
]
机构
:
[1]
UNIV WYOMING,BUSINESS ADM,CASPER,WY
来源
:
JOURNAL OF FUTURES MARKETS
|
1986年
/ 6卷
/ 04期
关键词
:
D O I
:
10.1002/fut.3990060402
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:513 / 521
页数:9
相关论文
共 16 条
[11]
THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE
[J].
JAFFE, J
论文数:
0
引用数:
0
h-index:
0
JAFFE, J
;
WESTERFIELD, R
论文数:
0
引用数:
0
h-index:
0
WESTERFIELD, R
.
JOURNAL OF FINANCE,
1985,
40
(02)
:433
-454
[12]
A FURTHER INVESTIGATION OF THE WEEKEND EFFECT IN STOCK RETURNS
[J].
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
KEIM, DB
;
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
STAMBAUGH, RF
.
JOURNAL OF FINANCE,
1984,
39
(03)
:819
-835
[13]
THE RELATIONSHIP BETWEEN SPOT AND FUTURES PRICES IN STOCK INDEX FUTURES MARKETS - SOME PRELIMINARY EVIDENCE
[J].
MODEST, DM
论文数:
0
引用数:
0
h-index:
0
MODEST, DM
;
SUNDARESAN, M
论文数:
0
引用数:
0
h-index:
0
SUNDARESAN, M
.
JOURNAL OF FUTURES MARKETS,
1983,
3
(01)
:15
-41
[14]
PATELL JM, 1982, ACCOUNT REV, V57, P509
[15]
NEW FINDINGS REGARDING DAY-OF-THE-WEEK RETURNS OVER TRADING AND NON-TRADING PERIODS
[J].
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
ROGALSKI, RJ
.
JOURNAL OF FINANCE,
1984,
39
(05)
:1603
-1614
[16]
THE ECONOMICS OF HEDGING AND SPREADING IN FUTURES MARKETS
[J].
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
SCHOLES, MS
.
JOURNAL OF FUTURES MARKETS,
1981,
1
(02)
:265
-286
←
1
2
→
共 16 条
[11]
THE WEEK-END EFFECT IN COMMON-STOCK RETURNS - THE INTERNATIONAL EVIDENCE
[J].
JAFFE, J
论文数:
0
引用数:
0
h-index:
0
JAFFE, J
;
WESTERFIELD, R
论文数:
0
引用数:
0
h-index:
0
WESTERFIELD, R
.
JOURNAL OF FINANCE,
1985,
40
(02)
:433
-454
[12]
A FURTHER INVESTIGATION OF THE WEEKEND EFFECT IN STOCK RETURNS
[J].
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
KEIM, DB
;
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
STAMBAUGH, RF
.
JOURNAL OF FINANCE,
1984,
39
(03)
:819
-835
[13]
THE RELATIONSHIP BETWEEN SPOT AND FUTURES PRICES IN STOCK INDEX FUTURES MARKETS - SOME PRELIMINARY EVIDENCE
[J].
MODEST, DM
论文数:
0
引用数:
0
h-index:
0
MODEST, DM
;
SUNDARESAN, M
论文数:
0
引用数:
0
h-index:
0
SUNDARESAN, M
.
JOURNAL OF FUTURES MARKETS,
1983,
3
(01)
:15
-41
[14]
PATELL JM, 1982, ACCOUNT REV, V57, P509
[15]
NEW FINDINGS REGARDING DAY-OF-THE-WEEK RETURNS OVER TRADING AND NON-TRADING PERIODS
[J].
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
ROGALSKI, RJ
.
JOURNAL OF FINANCE,
1984,
39
(05)
:1603
-1614
[16]
THE ECONOMICS OF HEDGING AND SPREADING IN FUTURES MARKETS
[J].
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
SCHOLES, MS
.
JOURNAL OF FUTURES MARKETS,
1981,
1
(02)
:265
-286
←
1
2
→