Index futures arbitrage before and after the introduction of sixteenths on the NYSE
| Year of publication: |
2005
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|---|---|
| Authors: | Henker, Thomas ; Martens, Martin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 12.2005, 3, p. 353-373
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