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Market Reaction to Changes in the S&P SmallCap 600 Index

✍ Scribed by S. Gowri Shankar; James M. Miller

Book ID
109178214
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
285 KB
Volume
41
Category
Article
ISSN
0732-8516

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πŸ“œ SIMILAR VOLUMES

Intraday patterns in the S&P 500 index f
Intraday patterns in the S&P 500 index futures market
✍ Peter D. Ekman πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 994 KB

The detailed descriptions of intraday volatility and other variables may also contribute to the continuing public discussion on stock index futures. ## PREVIOUSLY OBSERVED PATTERNS The U-shaped intraday pattern in stock returns and returns variance are first documented by Wood, Mclnish, and Ord(1