The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Year of publication: |
1994
|
---|---|
Authors: | Pope, Peter F. |
Other Persons: | Yadav, Pradeep (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 1.1994, 4, p. 15-26
|
Subject: | Index-Futures | Index futures | Börse | Bourse | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom | 1986-1990 |
-
Bollerslev, Tim, (2009)
-
Bollerslev, Tim, (2011)
-
Bollerslev, Tim, (2011)
- More ...
-
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep, (1996)
-
Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep, (1994)
-
Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep, (1991)
- More ...