AN ANALYSIS OF THE IMPLICATIONS FOR STOCK AND FUTURES PRICE VOLATILITY OF PROGRAM TRADING AND DYNAMIC HEDGING STRATEGIES

被引：148

作者：

GROSSMAN, SJ

机构：

来源：

关键词：

D O I：

10.1086/296433

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：275 / 298

页数：24

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