Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
| Year of publication: |
2011
|
|---|---|
| Authors: | Cummings, James Richard ; Frino, Alex |
| Published in: |
Accounting and Finance. - Accounting and Finance Association of Australia and New Zealand - AFAANZ, ISSN 0810-5391. - Vol. 51.2011, 3, p. 661-683
|
| Publisher: |
Accounting and Finance Association of Australia and New Zealand - AFAANZ |