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Program trading and the behavior of stock index futures prices / by A. Craig MacKinlay and Krishna Ramaswamy.
Lippincott Library HG136 .P4 no.30-87
Mixed Availability
- Format:
- Book
- Author/Creator:
- MacKinlay, Archie Craig, 1955-
- Series:
- Rodney L. White Center for Financial Research (Series) ; no. 30-87.
- Rodney L. White Center for Financial Research ; #30-87
- Language:
- English
- Physical Description:
- 23 pages : illustrations ; 28 cm.
- Place of Publication:
- Philadelphia, Pa. : Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania, [1987]
- Notes:
- Working paper.
- Includes bibliographical references.
- OCLC:
- 25927429
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