Price discovery in the german equity index derivatives markets

Journal of Futures Markets

Volumn 19, Issue 6, 1999, Pages 619-643

  Booth, G Geoffrey ^a   So, Raymond W ^b   Tse, Yiuman ^c  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033438657     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199909)19:6<619::AID-FUT1>3.0.CO;2-M     Document Type: Article

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