"An Analysis of Price Linkage among DJIA Index, Futures, and Exchange-traded Fund Markets" by Yiuman Tse

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An Analysis of Price Linkage among DJIA Index, Futures, and Exchange-traded Fund Markets

Review of Futures Markets (2008)

Yiuman Tse, University of Missouri-St. Louis
Qingfeng “Wilson” Liu, James Madison University
Hung-Gay Fung, University of Missouri–St. Louis

Disciplines

Business

Publication Date

2008

Citation Information

Yiuman Tse, Qingfeng “Wilson” Liu and Hung-Gay Fung. "An Analysis of Price Linkage among DJIA Index, Futures, and Exchange-traded Fund Markets" Review of Futures Markets Vol. 16 (2008) p. 302 - 328
Available at: http://works.bepress.com/yiuman-tse/54/