Index Futures, Program Trading, and the Covariability of the Major Market Index Stocks.

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Bibliographic Details
Title:	Index Futures, Program Trading, and the Covariability of the Major Market Index Stocks.
Authors:	Martin, John D., Senchack Jr., A.J.
Source:	Journal of Futures Markets. Feb91, Vol. 11 Issue 1, p95-111. 17p. 10 Charts.
Database:	Business Source Ultimate

Description
ISSN:	02707314
DOI:	10.1002/fut.3990110110