A comparison of futures pricing models in a new market: The case of individual share futures

Brailsford, TJ and Cusack, AJ (1997) A comparison of futures pricing models in a new market: The case of individual share futures. Journal of Futures Markets, 17 5: 515-541. doi:10.1002/(SICI)1096-9934(199708)17:5<515::AID-FUT2>3.0.CO;2-I


Author Brailsford, TJ
Cusack, AJ
Title A comparison of futures pricing models in a new market: The case of individual share futures
Journal name Journal of Futures Markets   Check publisher's open access policy
ISSN 0270-7314
Publication date 1997-08
Sub-type Article (original research)
DOI 10.1002/(SICI)1096-9934(199708)17:5<515::AID-FUT2>3.0.CO;2-I
Volume 17
Issue 5
Start page 515
End page 541
Total pages 27
Language eng
Keyword Stock Index Futures
Interest-Rates
Term Structure
Prices
Arbitrage
Profitability
Volatility
Behavior
Taxes
Spot
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: ResearcherID Downloads
 
Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 8 times in Thomson Reuters Web of Science Article | Citations
Google Scholar Search Google Scholar
Access Statistics: 38 Abstract Views  -  Detailed Statistics
Created: Sat, 10 Sep 2011, 09:13:28 EST by System User