Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium

Stephen Figlewski

DOI: 10.2469/faj.v40.n4.43

Financial Analysts Journal

Data up to Jan 2025

Published1984

Citations70

References2

Fields

Economics Computer science Geography Medicine Biology Financial economics Archaeology Paleontology

Total Citations Per Year

Abstract

References (2)

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

1983 • 183 citations

Taxes and the Pricing of Stock Index Futures

1983 • 180 citations

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