January 1, 1988

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

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Resumen

Sanford J. Grossman, An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies, The Journal of Business, Vol. 61, No. 3 (Jul., 1988), pp. 275-298

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Sanford J. Grossman (Fri,) studied this question.

synapsesocial.com/papers/6a21c656ac0ba3a4f9159239 https://doi.org/https://doi.org/10.1086/296433

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