Daily Behavior Of Futures Returns: Evidence Form A New Computational Method

Roger Koppl () and Sorin Tuluca

No 342, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: futures markets; return independence; overreaction (search for similar items in EconPapers)
JEL-codes: G13 G14 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:342

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