Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test
- 30 June 1993
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 17 (4) , 663-687
- https://doi.org/10.1016/0378-4266(93)90006-y
Abstract
No abstract availableKeywords
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