Work

Arbitrage in Stock Index Futures

Year: 1990

Type: conference-abstract

Source: The Journal of Business

DOI: 10.1086/296491

Authors: Michael J. Brennan, Eduardo S. Schwartz

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1993590103

Cites: 11

Cited by: 225

Related to: 10