Short Sale and Index Futures Mispricing: Evidence from the Warsaw Stock Exchange
نویسندگان
چکیده
منابع مشابه
FLUCTUATIONS OF WIGthe index of Warsaw Stock Exchange. Preliminary studies ∗
A time series that represents daily values of the WIG index (the main index of Warsaw Stock Exchange) over last 5 years is examined. Non-Gaussian features of distributions of fluctuations, namely returns, over a time scale are considered. Some general properties like exponents of the long range correlation estimated by averaged volatility and detrended fluctuations analysis (DFA) as well as exp...
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ژورنال
عنوان ژورنال: Prague Economic Papers
سال: 2016
ISSN: 1210-0455,2336-730X
DOI: 10.18267/j.pep.579