Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach

Journal of Futures Markets - Tập 13 Số 7 - Trang 711-742 - 1993
Mahmoud Wahab1, Malek Lashgari2
1Mahmoud Wahab is an Assistant Professor of Finance at the University of Hartford.
2Malek Lashgari is an Associate Professor of Finance at the University of Hartford.

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