Increased stock volatility and excess returns in the index futures trading era
Subtitle: new evidence from additions to the S&P500 index
By: Satish Thosar, Lenos Trigeorgis.
Contributors: Trigeorgis, Lenos.; Boston University. School of Management.
Series: Working papers series / Boston University, School of Management -- 92-59; Working papers series -- 92-59.
Publisher: Boston University, School of Management
Published: 1992
Place of publication: Boston, MA
Language: eng