Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
James Richard Cummings; Alex Frino
| Year of publication: |
2011
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|---|---|
| Authors: | Cummings, James Richard ; Frino, Alex |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 51.2011, 3, p. 661-683
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| Subject: | Index-Futures | Index futures | Australien | Australia | Arbitrage | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304060