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Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
Resource type
Author/contributor
Title
Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
Publication
Review of Financial Studies
Volume
1
Issue
2
Pages
137-158
Date
1988
Citation
A. Craig MacKinlay, K. R. (1988). Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices. Review of Financial Studies, 1, 137–158.
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