Liquidity and the law of one price : the case of the future-cash basis
Richard Roll, Eduardo Schwartz and Avanidhar Subrahmanyam
| Year of publication: |
2007
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|---|---|
| Authors: | Roll, Richard ; Schwartz, Eduardo S. ; Subrahmanyam, Avanidhar |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 62.2007, 5, p. 2201-2234
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| Subject: | Liquidität | Liquidity | Preiskonvergenz | Price convergence | Aktienmarkt | Stock market | Index-Futures | Index futures | Kausalanalyse | Causality analysis | 1988-2002 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003550022