Trading costs and price discovery across stock index futures and cash markets
Year of publication: |
1999
|
---|---|
Authors: | Kim, Minho ; Szakmary, Andrew C. ; Schwarz, Thomas V. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 4, p. 475-498
|
Subject: | Trading cost hypothesis | Index-Futures | Index futures | Aktienindex | Stock index | Transaktionskosten | Transaction costs | Börsenkurs | Share price | USA | United States | 1986-1991 |
-
Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey, (1999)
-
Option pricing and the martingale restriction
Longstaff, Francis A., (1995)
-
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff, (1996)
- More ...
-
Trading Costs and Price Discovery across Stock Index Futures and Cash Markets
Kim, Minho, (1999)
-
Trading costs and price discovery across stock index futures and cash markets
Kim, Minho, (1999)
-
Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V., (1994)
- More ...