The Interaction between Derivative Securities on Financial Instruments and the Underlying Cash Markets: An Overview
- 1 July 1987
- journal article
- review article
- Published by SAGE Publications in Journal of Accounting, Auditing & Finance
- Vol. 2 (3) , 299-318
- https://doi.org/10.1177/0148558x8700200307
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Margins and market integrity: Margin setting for stock index futures and optionsJournal of Futures Markets, 1984
- Explaining the Early Discounts on Stock Index Futures: The Case for DisequilibriumCFA Magazine, 1984
- Intra-Day Tests of the Efficiency of the Treasury Bill Futures MarketThe Review of Economics and Statistics, 1984
- Taxes and the Pricing of Stock Index FuturesThe Journal of Finance, 1983
- Options and EfficiencyThe Quarterly Journal of Economics, 1976