Back to search
The pricing of stock index futures
Data up to Jan 2025
Published1983
Citations187
References8
Total Citations Per Year
Abstract
References (8)
The relation between forward prices and futures prices
1981 • 770 citations
Capital Market Equilibrium with Personal Tax
1983 • 509 citations
Forward contracts and futures contracts
1981 • 242 citations
A continuous time equilibrium model of forward prices and futures prices in a multigood economy
1981 • 235 citations
Taxes and the Pricing of Stock Index Futures
1983 • 180 citations
Forward and Futures Prices: Evidence from the Foreign Exchange Markets
1981 • 176 citations
The Efficiency of the Treasury Bill Futures Market
1979 • 136 citations
Taxes and the Pricing of Stock Index Futures
1983 • 57 citations
Cited By (0)
Loading...