Work

The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS

Year: 2008

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20365

Authors: Nivine Richie, Robert T. Daigler, Kimberly C. Gleason

Institutions: University of North Carolina Wilmington, Florida International University, Florida Atlantic University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2010485574

FWCI: 4.063

Cites: 30

Cited by: 49

Related to: 10