Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
| Year of publication: |
1988
|
|---|---|
| Authors: | MacKinlay, A. Craig ; Ramaswamy, Krishna |
| Published in: |
Review of Financial Studies. - Society for Financial Studies - SFS. - Vol. 1.1988, 2, p. 137-158
|
| Publisher: |
Society for Financial Studies - SFS |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005564146