✦ LIBER ✦

Cash trading and index futures price volatility

✍ Scribed by Jinliang Li

Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 169 KB
Volume: 31
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.20478

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✦ Synopsis

The author wishes to thank Robert I. Webb (the editor) and an anonymous referee for very helpful comments, as well as Charles Bartlett from SIFMA for providing part of the data. Financial support from Citi Foundation is gratefully acknowledged.

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