The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index

• 1 December 1987
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 42  (5) , 1309
• https://doi.org/10.2307/2328529

Abstract

Keywords

• TEMPORAL PRICE RELATIONSHIP
• INDEX
• FUTURES
• RELATIONSHIP BETWEEN S&P