This study reports new findings on the behavior of index futures (FKLI: code name of Kuala Lumpur Index Futures …

instruments. Based upon the price index methodology, a selected sample of ten agribusiness stocks chosen by decreasing liquidity … profiles in BOVESPA composes the theoretical portfolio of the index. It will allow comparative analysis with other financial …

stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low … performance of the S&P MidCap 400 index, an index of moderate capitalization firms, and are expected to have higher arbitrage …