THE TEMPORAL PRICE RELATIONSHIP BETWEEN S-AND-P 500 FUTURES AND THE S-AND-P 500 INDEX

被引：264

作者：

KAWALLER, IG

KOCH, PD

KOCH, TW

机构：

[1] KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506

[2] UNIV S CAROLINA,S CAROLINA BANKERS ASSOC CHAIR BANKING,COLUMBIA,SC 29208

来源：

JOURNAL OF FINANCE | 1987年 / 42卷 / 05期

关键词：

D O I：

10.2307/2328529

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1309 / 1329

页数：21

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