The daily distribution of changes in the price of stock index futures
- 1 December 1986
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 6 (4) , 513-521
- https://doi.org/10.1002/fut.3990060402
Abstract
No abstract availableThis publication has 15 references indexed in Scilit:
- Stock return variancesJournal of Financial Economics, 1986
- A transaction data study of weekly and intradaily patterns in stock returnsJournal of Financial Economics, 1986
- A Further Investigation of the Weekend Effect in Stock ReturnsThe Journal of Finance, 1984
- The pricing of stock index futuresJournal of Futures Markets, 1983
- The economics of hedging and spreading in futures marketsJournal of Futures Markets, 1981
- Day of the Week Effects and Asset ReturnsThe Journal of Business, 1981
- Stock returns and the weekend effectJournal of Financial Economics, 1980
- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Behavior of Stock Prices on Fridays and MondaysCFA Magazine, 1973
- Futures Trading and Investor Returns: An Investigation of Commodity Market Risk PremiumsJournal of Political Economy, 1973