The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship.
| Authors: | Gresse, Carole ; Deville, Laurent ; de Séverac, Béatrice |
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| Institutions: | Université Paris-Dauphine |
| Subject: | Efficiency | Arbitrage | Futures | ETF |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 3 pages long |
| Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10008532433