Intraday return dynamics between the cash and the futures markets in Japan

Journal of Futures Markets

Volumn 16, Issue 2, 1996, Pages 147-162

  Iihara, Yoshio ^a   Kato, Kiyoshi ^a   Tokunaga, Toshifumi ^b  

^a NANZAN UNIVERSITY   (Japan)

^b MTB Investment Technology Ltd   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030526787     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199604)16:2<147::AID-FUT2>3.0.CO;2-K     Document Type: Article

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