Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Article first published online: 18 OCT 2006
© 2006 Wiley Periodicals, Inc.
Journal of Futures Markets
Special Issue: Special Issue From the 16th Annual Asia-Pacific Futures Research Symposium
Volume 26, Issue 12, pages 1169–1194, December 2006
How to Cite
Nordén, L. (2006), Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?. J. Fut. Mark., 26: 1169–1194. doi: 10.1002/fut.20237
- Issue published online: 18 OCT 2006
- Article first published online: 18 OCT 2006
- Manuscript Accepted: JUN 2006
- Manuscript Received: MAR 2006
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