The impact of stock index futures trading on daily returns seasonality: a multicountry study

Robert Faff, Michael D McKenzie

    Research output: Contribution to journalArticleResearchpeer-review

    11 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)95 - 125
    Number of pages31
    JournalJournal of Business
    Volume75
    Issue number1
    Publication statusPublished - 2002

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