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1
The impact of transaction costs on Nikkei Stock Index futures
arbitrage
Lim, Kian-Guan
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 717-738
Persistent link: https://www.econbiz.de/10001186253
Saved in:
2
The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex
;
West, Andrew
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
Saved in:
3
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
4
The dual listing of stock index futures :
arbitrage
, spread
arbitrage
, and currency risk
Board, John L. G.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10001193438
Saved in:
5
Option pricing and the martingale restriction
Longstaff, Francis A.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
Saved in:
6
Transactions costs, index
arbitrage
and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
Saved in:
7
Intra-day
arbitrage
in the
Singapore
Euro-dollar options and futures markets
Raj, Mahendra
;
Dheeriya, Prakash L.
- In:
Journal of foreign exchange and international finance : …
11
(
1997
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001400872
Saved in:
8
Short selling, unwinding, and mispricing
Kempf, Alexander
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
Saved in:
9
Intraday
arbitrage
opportunities and price behavior of the Hang Seng Index futures
Ho, Richard Yan-ki
- In:
Review of futures markets
11
(
1994
)
3
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001185977
Saved in:
10
Index
arbitrage
and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
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