Volatility, expiration day effect and pricing efficiency : Kuala Lumnpur Composite Index Futures

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Penerbit UKM

Abstract

Description

Keywords

Capital assets pricing models, Investments, Kuala Lumpur Composite Index Futures, Pricing Efficiency

Citation

URI

https://repoemc.ukm.my/handle/123456789/15347

Collections

PTSL UKM Journal Article