Holidays and Trading and Return Patterns of Australian SPI Futures

Jacqueline Johnson, Sumweng Cheng

Research output: Contribution to journal › Article › peer-review

Cite this

@article{dd8fde949f5548ffb14d6eb9f1a3b9ff,

title = "Holidays and Trading and Return Patterns of Australian SPI Futures",

author = "Jacqueline Johnson and Sumweng Cheng",

year = "2002",

language = "English",

volume = "9",

pages = "56--67",

journal = "The Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor, Inc",

number = "4",

}