Franklin

Program trading and the behavior of stock index futures prices / by A. Craig MacKinlay and Krishna Ramaswamy.

Author/Creator:
MacKinlay, A. Craig.
Publication:
Philadelphia, Pa. : Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania, [1987]
Series:
Rodney L. White Center for Financial Research (Series) ; no. 30-87.
Rodney L. White Center for Financial Research ; #30-87
Format/Description:
Book
23 p. : ill. ; 28 cm.
Notes:
Working paper.
Includes bibliographical references.
Contributor:
Ramaswamy, Krishna.
Rodney L. White Center for Financial Research.
OCLC:
25927429
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