Short-sale constraints and efficiency of the spot–futures dynamics
Year of publication: |
2012
|
---|---|
Authors: | McMillan, David G. ; Philip, Dennis |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 24.2012, C, p. 129-136
|
Publisher: |
Elsevier |
Subject: | Short-sale constraints | Short-selling | Arbitrage | Mispricing |
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