Inter-market spread trading: evidence from UK index futures markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100110044236
Reference13 articles.
1. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
2. The pricing and performance of stock index futures spreads
3. The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk
4. Stock index futures arbitrage in the Japanese markets
5. Ex Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the FTSE 100 and FTSE Mid 250 Contracts
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