Intraday return and volatility patterns in the stock market : futures versus spot
Finnerty, Joseph E.; Park, Hun Y.
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https://hdl.handle.net/2142/32473
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Title Intraday return and volatility patterns in the stock market : futures versus spot Author(s) Finnerty, Joseph E. Park, Hun Y. Issue Date 1986-11 Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1310 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/32473 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:intradayreturnvo1310finn http://www.archive.org/details/intradayreturnvo1310finn Copyright and License Information Copyright November 1986 Board of Trustees University of Illinois.
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