Stock index futures arbitrage in emerging markets: Polish evidence-Reference-Cited by-同舟云学术

Stock index futures arbitrage in emerging markets: Polish evidence

Published:2008-01 Issue:2 Volume:17 Page:363-381
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Białkowski Jędrzej,Jakubowski Jacek

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. What explains the difference between the futures' price and its “fair” value? Evidence from the Euronext Amsterdam;Berglund;Research in Banking and Finance,2003

2. Arbitrage in stock index futures;Brennan;Journal of Business,1990

3. The behaviour of prices in the Nikkei spot and futures market;Brenner;Journal of Financial Economics,1989

4. Arbitrage opportunities in the Japanese stock and futures markets;Brenner;Financial Analysts Journal,1990

5. DAX index futures: Mispricing and Arbitrage in German markets;Bühler;Journal of Futures Markets,1995

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