Price efficiency of stock index futures contracts: are there any arbitrage opportunities?
A futures contract is an agreement between a seller and a buyer that calls for the seller to deliver to the buyer a specified quantity and grade of an identified commodity, at a fixed time in the future, and at a price agreed in the contract. Stock index futures contract specify an equity index as t...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2000
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3297/1/Price_Efficiency_of_Stock_Index_Futures_Contracts.pdf http://psasir.upm.edu.my/id/eprint/3297/ http://www.pertanika.upm.edu.my/view_archives.php?journal=JSSH-8-2-9 |
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