Work

The pricing of stock index futures

Year: 1983

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990030102

Authors: Bradford Cornell, Kenneth R. French

Institutions: University of California, Los Angeles, Stanford University, University of Rochester

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2054985168

FWCI: 5.382

Cites: 10

Cited by: 192

Related to: 10