Settlement, Tax and Non-Synchronous Effects in the Basis of U.K. Stock Index Futures
The basis in stock index futures markets is analytically and empirically studied in this paper within a no-arbitrage/cost of carry framework.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: The University of Birmingham; International Financial Group, Birmingham B15 2T T, United Kingdom.|
When requesting a correction, please mention this item's handle: RePEc:fth:birmif:96-01. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.