Index futures arbitrage before and after the introduction of sixteenths on the NYSE
| Year of publication: |
2005
|
|---|---|
| Authors: | Henker, Thomas ; Martens, Martin |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 3, p. 353-373
|
| Publisher: |
Elsevier |