NASDAQ-100 index futures

NASDAQ-100 index futures
Author :
Publisher :
Total Pages : 53
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ISBN-10 : OCLC:17498279
ISBN-13 :
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Download or read book NASDAQ-100 index futures written by and published by . This book was released on 1985 with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This paper explores the intraday behavior of the NASDAQ-100 futures index for momentum and reversals. A multiple regression model simultaneously (1) relates tod