Title of article
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Author/Authors
Thomas Henker، نويسنده , , Martin Martens، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
21
From page
353
To page
373
Keywords
S&P 500 futures , Minimum price increment , Index arbitrage , Equity index futures
Journal title
Journal of Empirical Finance
Serial Year
2005
Journal title
Journal of Empirical Finance
Record number
130803
Link To Document