Direct tests of index arbitrage models
Year of publication: |
1996
|
---|---|
Authors: | Neal, Robert S. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 31.1996, 4, p. 541-562
|
Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Arbitrage | USA | United States | 1989 |
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