Stock futures of a flawed market index
type: Item
instance of: scholarly article
title: Stock futures of a flawed market index
zbMATH Open document ID: 1410.91459
author: Kotaro Miwa
published in: Asia-Pacific Financial Markets
publication date: 2019-03-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7041698
zbMATH Keywords: stock market index
zbMATH Keywords: index futures
zbMATH Keywords: stock mispricing
MaRDI profile type: Publication
full work available at URL: s10690-018-9253-6
OpenAlex ID: W3122550561
cites work: Statistical analysis of cointegration vectors
cites work: Testing for a unit root in time series regression
DOI: 10.1007/S10690-018-9253-6
description: scientific article; zbMATH DE number 7041698