Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Thomas Henker, Martin Martens
| Year of publication: |
2005
|
|---|---|
| Authors: | Henker, Thomas ; Martens, Martin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 353-373
|
| Subject: | Index-Futures | Index futures | Arbitrage | USA | United States | 1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002900505