Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
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Volume (Year): 34 (2008)
Issue (Month): 1 (August)
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References listed on IDEAS
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- Ito, Takatoshi & Lin, Wen-Ling, 2001. "Race to the center: competition for the Nikkei 225 futures trade," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 219-242, July.
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