The Relationship Between Spot and Futures Prices in Stock Index Futures Markets

Auteur : Bradford Cornell, Daniel Friedman, David Michael Modest, Douglas T. Breeden, Franklin R. Edwards, Harry Grammatikos, Ian H. Giddy, Kenneth R. French, Anthony Saunders, Glenn W. Harrison, Mahadevan Sundaresan, Jon W. Salmon

Date de publication : 1982

Éditeur : Columbia Business School, Center for the Study of Futures Markets

Nombre de pages : 32