Stock index futures arbitrage in the Japanese markets
Tài liệu tham khảo
Billingsley, 1988, The pricing and performance of stock index futures spreads, Journal of Futures Markets, 8, 303, 10.1002/fut.3990080305
Brennan, 1988
Brenner, 1989, The behavior of prices in the Nikkei spot and futures markets, Journal of Financial Economics, 10.1016/0304-405X(89)90063-9
Figlewski, 1984, Explaining the early discounts of stock index futures: The case for disequilibrium, Financial Analysts Journal, 40, 43, 10.2469/faj.v40.n4.43
Kobashi, 1987
MacKinlay, 1988, Index futures arbitrage and the behavior of stock index futures prices, Review of Financial Studies, 1, 137, 10.1093/rfs/1.2.137
Merrick, 1987
