THE EFFECT OF FUTURES TRADING ON THE STABILITY OF STANDARD-AND-POOR-500 RETURNS

被引:24
作者
KAMARA, A
MILLER, TW
SIEGEL, AF
机构
[1] UNIV WASHINGTON,STAT,SEATTLE,WA 98195
[2] UNIV WASHINGTON,FINANCE & MANAGEMENT SCI,SEATTLE,WA 98195
关键词
D O I
10.1002/fut.3990120605
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:645 / 658
页数:14
相关论文
共 33 条
[21]  
Miller M.H., 1989, J APPL CORP FINANC, V1, P6, DOI [10.1111/j.1745-6622.1989.tb00170.x, DOI 10.1111/J.1745-6622.1989.TB00170.X]
[22]  
MILLER MH, 1990, FINANCIAL ANAL J JUL, P6
[23]  
MOOD AM, 1974, INTRO THEORY STATIST
[24]   FIRM CHARACTERISTICS, UNANTICIPATED INFLATION, AND STOCK RETURNS [J].
PEARCE, DK ;
ROLEY, VV .
JOURNAL OF FINANCE, 1988, 43 (04) :965-981
[25]  
ROLEY VV, 1986, ECON REV, V71, P27
[26]   WHY DOES STOCK-MARKET VOLATILITY CHANGE OVER TIME [J].
SCHWERT, GW .
JOURNAL OF FINANCE, 1989, 44 (05) :1115-1153
[27]  
Siegel S., 1956, NONPARAMETRIC STAT B
[28]  
SIMPSON GW, 1985, J FINANCIAL QUANTITA, V20, P357
[29]   INFORMATIONAL EXTERNALITIES AND WELFARE-REDUCING SPECULATION [J].
STEIN, JC .
JOURNAL OF POLITICAL ECONOMY, 1987, 95 (06) :1123-1145
[30]  
STOLL HR, 1987, FINANCIAL ANAL J MAR, P16