The impact of the introduction of index futures contracts on the price volatility in the underlying stock market

Hsu P (2000)
Bielefeld.

Dissertation | Englisch
 
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Autor*in
Hsu, Philip
Stichworte
Aktienindex-Futures; Taiwan
Erscheinungsjahr
2000
Seite(n)
XV, 117
Page URI
https://pub.uni-bielefeld.de/record/2434046

Zitieren

Hsu P. The impact of the introduction of index futures contracts on the price volatility in the underlying stock market. Bielefeld; 2000.
Hsu, P. (2000). The impact of the introduction of index futures contracts on the price volatility in the underlying stock market. Bielefeld.
Hsu, P. (2000). The impact of the introduction of index futures contracts on the price volatility in the underlying stock market. Bielefeld.
Hsu, P., 2000. The impact of the introduction of index futures contracts on the price volatility in the underlying stock market, Bielefeld.
P. Hsu, The impact of the introduction of index futures contracts on the price volatility in the underlying stock market, Bielefeld: 2000.
Hsu, P.: The impact of the introduction of index futures contracts on the price volatility in the underlying stock market. Bielefeld (2000).
Hsu, Philip. The impact of the introduction of index futures contracts on the price volatility in the underlying stock market. Bielefeld, 2000.

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