Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Year of publication: |
1996
|
---|---|
Authors: | Theobald, Michael ; Yallup, Peter |
Publisher: |
Birmingham : Univ., Internat. Finance Group |
Subject: | Schätzung | Estimation | Theorie | Theory | Index-Futures | Index futures | Großbritannien | United Kingdom | Arbitrage | Kapitalertragsteuer | Capital income tax |
Extent: | 33 S |
---|---|
Series: | IFGWP. - Birmingham, ZDB-ID 2550512-9. - Vol. 96-01 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael, (1996)
-
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael, (1996)
-
Dividend taxation and DAX futures prices
Fink, Christopher, (2014)
- More ...
-
Intradaily volatility and adjustment
Theobald, Michael, (2005)
-
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael, (1996)
-
Mean reversion and basis dynamics
Theobald, Michael, (2001)
- More ...