Journal of Financial and Quantitative Analysis Vol. 35 No. 1 2000
Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data
Abstract
Jin-Wan Cho, Murugappa Krishnan, Prices as Aggregators of Private Information: Evidence from S&P 500 Futures Data, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 1 (Mar., 2000), pp. 111-126
- DOI
- 10.2307/2676241
- Volume
- 35
- Issue
- 1
- Pages
- 111
- Sources
- openalex crossref