Index futures arbitrage before and after the introduction of sixteenth on the NYSE

Research output: Contribution to journal › Article › Academic › peer-review

9 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	353-373
Number of pages	21
Journal	Journal of Empirical Finance
Volume	12
Issue number	3
DOIs	https://doi.org/10.1016/j.jempfin.2004.04.006
Publication status	Published - 2005

Research programs

@article{50a87efdafd34c2dbd5bf7442bc4c882,

title = "Index futures arbitrage before and after the introduction of sixteenth on the NYSE",

author = "T Henker and MPE Martens",

year = "2005",

doi = "10.1016/j.jempfin.2004.04.006",

language = "Undefined/Unknown",

volume = "12",

pages = "353--373",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "3",

}