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
Einrichtung
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, Philip. 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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