Intraday return and volatility patterns in the stock market
Subtitle: futures versus spot
By: Joseph E. Finnerty, Hun Y. Park
Contributors: Park, Hun Y.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1310; BEBR faculty working paper -- no. 1310.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1986
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 12
Notes: Includes bibliographical references (p. 12).