An empirical examination of composite stock index futures pricing
- 1 April 1988
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 8 (2) , 211-228
- https://doi.org/10.1002/fut.3990080208
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Taxes and the pricing of stock index futures: Empirical resultsJournal of Futures Markets, 1985
- A CAPM-based analysis of stock index futuresThe Journal of Portfolio Management, 1984
- Capital Market Equilibrium with Personal TaxEconometrica, 1983
- The relationship between spot and futures prices in stock index futures markets: Some preliminary evidenceJournal of Futures Markets, 1983
- 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