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Index futures trading and stock price volatility: Evidence from Denmark and France

✍ Scribed by Mario G. Reyes

Book ID
112937496
Publisher
Springer US
Year
1996
Tongue
English
Weight
712 KB
Volume
20
Category
Article
ISSN
1055-0925

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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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