THE PRICING OF STOCK INDEX FUTURES

被引：91

作者：

CORNELL, B

FRENCH, KR

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1983年 / 3卷 / 01期

关键词：

D O I：

10.1002/fut.3990030102

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1 / 14

页数：14

共 10 条

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[5]

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[9] EFFICIENCY OF THE TREASURY BILL FUTURES MARKET [J].

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[10] A CONTINUOUS-TIME EQUILIBRIUM-MODEL OF FORWARD PRICES AND FUTURES PRICES IN A MULTIGOOD ECONOMY [J].

RICHARD, SF ;

SUNDARESAN, M .

JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) :347-371

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