Stock index futures arbitrage : international evidence
Year of publication: |
1990
|
---|---|
Authors: | Yadav, Pradeep |
Other Persons: | Pope, Peter F. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 10.1990, 6, p. 573-603
|
Subject: | Index-Futures | Index futures | Arbitrage | Großbritannien | United Kingdom | 1984-1988 |
-
Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep, (1991)
-
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)
- More ...
-
Intraweek and intraday seasonalities in stock market risk premia : cash and futures
Yadav, Pradeep, (1992)
-
Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep, (1991)
-
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep, (1996)
- More ...