Skip to main navigation Skip to search Skip to main content

The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study

  • Robert W. Faff*
  • , Michael D. McKenzie
  • *Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

Fingerprint

Dive into the research topics of 'The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study'. Together they form a unique fingerprint.
Sort by

Keyphrases

Economics, Econometrics and Finance