The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS
| Year of publication: |
2008
|
|---|---|
| Authors: | Richie, Nivine ; Daigler, Robert T. ; Gleason, Kimberly C. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 12, p. 1182-1205
|