Arbitrage and price behavior of the Nikkei stock index futures
- 1 April 1992
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 12 (2) , 151-161
- https://doi.org/10.1002/fut.3990120204
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- The Temporal Price Relationship between S&P 500 Futures and the S&P 500 IndexThe Journal of Finance, 1987
- The Valuation of Options on Futures ContractsThe Journal of Finance, 1985
- The pricing of stock index futuresJournal of Futures Markets, 1983