Stock index futures mispricing : profit opportunities or risk premia?
Year of publication: |
1994
|
---|---|
Authors: | Yadav, Pradeep |
Other Persons: | Pope, Peter F. (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 18.1994, 5, p. 921-953
|
Subject: | Index-Futures | Index futures | Arbitrage | CAPM | Großbritannien | United Kingdom | 1986-1990 |
-
Pope, Peter F., (1994)
-
Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay, (1995)
-
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael, (1996)
- More ...
-
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep, (1996)
-
Pope, Peter F., (1994)
-
Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep, (1991)
- More ...