An Analysis of the Implications for Stock and Futures Price Volatility of Progra

【作者(必填)】Sanford Grossman

【文题(必填)】An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
【年份(必填)】
1988
【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2353040?searchUri=%2Faction%2FdoBasicSearch%3FQuery%3DAn%2BAnalysis%2Bof%2Bthe%2BImplications%2Bfor%2BStock%2Band%2BFutures%2BPrice%2BVolatility%2Bof%2BProgram%2BTrading%2Band%2BDynamic%2BHedging%2BStrategies%26amp%3Bacc%3Doff%26amp%3Bwc%3Don%26amp%3Bfc%3Doff&Search=yes&searchText=An&searchText=Analysis&searchText=of&searchText=the&searchText=Implications&searchText=for&searchText=Stock&searchText=and&searchText=Futures&searchText=Price&searchText=Volatility&searchText=of&searchText=Program&searchText=Trading&searchText=and&searchText=Dynamic&searchText=Hedging&searchText=Strategies&uid=2134&uid=2&uid=70&uid=4&sid=21103094041673

I am seeking the published version, NOT the working paper version.

I think this is the version you need

giresse 发表于 2013-12-1 16:03
I think this is the version you need

Thanks a lot, giresse! It is you again!!!!

johnzi0128 发表于 2013-12-1 17:13
Thanks a lot, giresse! It is you again!!!!

Small world, hah hah.