Barrett, W. Brian; Sanders, Thomas B. - In: Journal of Futures Markets 22 (2002) 6, pp. 579-598
The presence of bias in index futures prices has been investigated in various research studies. Redfield (<link href="#bib11">11</link>) asserted that the U.S. Dollar Index (USDX) futures contract traded on the U.S. Cotton Exchange (now the FINEX division of the New York Board of Trade) could be systematically arbitraged...