Volatility, volume and pricing efficiency in the stock index futures market when the underlying cash market does not trade

Research output: Unpublished conference presentation (presented paper, abstract, poster)Conference presentation (not published in journal/proceeding/book)Academic research

Original languageEnglish
Publication statusPublished - 2002
EventEuropean Financial Management Association. Meeting [EFMA Meeting] -
Duration: 1 Jan 2002 → …

Conference

ConferenceEuropean Financial Management Association. Meeting [EFMA Meeting]
Period1/01/02 → …

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