Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.
| Year of publication: |
2008
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|---|---|
| Authors: | Bertus, Mark ; Chu, Ting-Heng ; Swidler, Steve |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb : Creighton Univ, ISSN 1939-8123, ZDB-ID 24324322. - Vol. 47.2008, 3, p. 29-48
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