Title of article
Intraday price reversals in the US stock index futures market: A 15-year study
Author/Authors
James L. Grant، نويسنده , , Avner Wolf، نويسنده , , Susana Yu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
17
From page
1311
To page
1327
Keywords
Index futures , Overreaction , Market efficiency
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193734
Link To Document