Intraday information transmission between DJIA spot and futures markets

Applied Financial Economics

Volumn 13, Issue 11, 2003, Pages 817-827

  Soydemir, Gökçe A ^a   Petrie, A George ^b  

^a UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

^b SOUTHERN UNIVERSITY AT NEW ORLEANS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; MODELING; REGRESSION ANALYSIS;

EID: 0242571790     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310022000025460     Document Type: Article

References (16)

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