Program trading and the behavior of stock index futures prices
By: by Craig MacKinlay and Krishna Ramaswamy
Contributors: Columbia University. Center for the Study of Futures Markets; Ramaswamy, Krishna
Series: Working paper series -- CSFM-161; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-161
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York]
Language: eng
Number of pages: 21
Notes: "June 1987, Revised October 1987."

Bibliography: p. [22].