Taxes and the pricing of stock index futures: Empirical results
- 1 March 1985
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 5 (1) , 89-101
- https://doi.org/10.1002/fut.3990050109
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
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- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- The Efficiency of the Treasury Bill Futures MarketThe Journal of Finance, 1979
- Estimating betas from nonsynchronous dataJournal of Financial Economics, 1977