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Volumn 11, Issue 2, 1991, Pages 153-163

Futures trading, transaction costs, and stock market volatility

(1)  Brorsen, B Wade a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84978569008     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.3990110203     Document Type: Article
Times cited : (46)

References (44)
  • 7
  • 14
    • 84978585762 scopus 로고
    • June: “Financial Futures and Cash Market Volatility,” Center for the Study of Futures Markets, Working Paper No. 159.
    • (1987)
    • Edwards, F.R.1
  • 27
    • 84978557500 scopus 로고
    • November: “Some Relations Between Volatility and Serial Correlations in Stock Market Returns,” University of Wisconsin–Madison, Department of Economics, unpublished working paper.
    • (1989)
    • LeBaron, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.