𝔖 Bobbio Scriptorium
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CPOT: Is There Any Missing Link?

✍ Scribed by Stefano Bambi; Massimo Solaro


Book ID
116839462
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
41 KB
Volume
13
Category
Article
ISSN
1532-8635

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πŸ“œ SIMILAR VOLUMES


Futures margins and stock price volatili
✍ Paul H. Kupiec πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 804 KB

CCC 0270-731 41931060677-15 'Stoll and Whaley's (1987) findings are consistent with those reported by Edwards. 'Blume, MacKinlay, and Terker (1989) document the existence of short-term price reversals in S&P 500 stocks during the October 1987 market break. They find these price reversals are related