Journal of Banking & Finance Vol. 17 No. 4 1993

Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test

Kalok Chan¹; Y. Peter Chung²

¹ Arizona State University · ² University of California, Riverside

DOI

10.1016/0378-4266(93)90006-y

Volume

17

Issue

4

Pages

663-687

Language

en

Sources

openalex crossref semanticscholar

Cite

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