LDR | | 00646namu 2200169 k 4500 |
001 | | 000000015833 |
005 | | 20010101000000 |
008 | | 950824s1987 us a 00000 eng d |
040 | |
▼a 247004 |
049 | 0 |
▼l M0065288
▼l M0096783 |
090 | |
▼a 320
▼b N273
▼c NO.2357 |
100 | 10 |
▼a Grossman, Sanford J. |
245 | 13 |
▼a An Analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies /
▼d Sanford J. Grossman |
260 | 0 |
▼a Cambridge :
▼b National Bureau of Economic Research,
▼c 1987 |
300 | |
▼a 35, 5 p. :
▼b ill. ;
▼c 26 cm |
440 | 0 |
▼a NBER Working paper series ;
▼v no. 2357 |
710 | 20 |
▼a National Bureau of Economic Research |