Journal of Financial Markets
Vol. 42
2019
Intraday information from S&P 500 Index futures options
Kian-Guan
Lim1;
Ying
Chen2;
Nelson K.L.
Yap3
1 Singapore Management University · 2 National University of Singapore · 3 GIC Private Limited, Singapore
- DOI
- 10.1016/j.finmar.2018.10.001
- Volume
- 42
- Pages
- 29-55
- Language
- en
- Sources
-
crossref
openalex
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