Index futures, program trading, and the covariability of the major market index stocks
作者:
John D. Martin,
A. J. Senchack,
期刊:
Journal of Futures Markets
(WILEY Available online 1991)
卷期:
Volume 11,
issue 1
页码: 95-111
ISSN:0270-7314
年代: 1991
DOI:10.1002/fut.3990110110
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
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