The role of stock index arbitrage in the stock market crash of 1987 and other major price-change trading days

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Bibliographische Detailangaben
Veröffentlicht in:Midwest Finance Association Journal of the Midwest Finance Association
1. Verfasser: Curcio, Richard J. (VerfasserIn)
Weitere Verfasser: Swinnerton, Eugene A. (BerichterstatterIn), Bennett, Richard E. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1990
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