Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
| Year of publication: |
2011
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|---|---|
| Authors: | Cummings, James Richard ; Frino, Alex |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 51.2011, 3, p. 661-684
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