The pricing of stock index futures
- 1 March 1983
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 3 (1) , 1-14
- https://doi.org/10.1002/fut.3990030102
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Taxes and the Pricing of Stock Index FuturesThe Journal of Finance, 1983
- Capital Market Equilibrium with Personal TaxEconometrica, 1983
- Forward and Futures Prices: Evidence from the Foreign Exchange MarketsThe Journal of Finance, 1981
- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- A continuous time equilibrium model of forward prices and futures prices in a multigood economyJournal of Financial Economics, 1981
- Forward contracts and futures contractsJournal of Financial Economics, 1981
- The Efficiency of the Treasury Bill Futures MarketThe Journal of Finance, 1979