The behavior of prices in the Nikkei spot and futures market
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference11 articles.
1. Taxes and the pricing of stock index futures;Cornell;Journal of Finance,1983
2. Forward and futures prices: Evidence from the foreign exchange markets;Cornell;Journal of Finance,1981
3. The relation between forward prices and futures prices;Cox;Journal of Financial Economics,1981
4. Explaining the early discounts on stock index futures: The case for disequilibrium;Figlewski;Financial Analysis Journal,1984
5. Empirical tests of boundary conditions for CBOE options;Galai;Journal of Financial Economics,1978
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