The pricing of stock index futures
1983; Wiley; Volume: 3; Issue: 1 Linguagem: Inglês
10.1002/fut.3990030102
ISSN1096-9934
AutoresBradford Cornell, Kenneth R. French,
Tópico(s)Complex Systems and Time Series Analysis
ResumoJournal of Futures MarketsVolume 3, Issue 1 p. 1-14 Article The pricing of stock index futures Bradford Cornell, Bradford Cornell Bradford Cornell is Associate Professor of Finance and Economics at UCLA. Dr. Cornell received his Ph.D. from Stanford University.Search for more papers by this authorKenneth R. French, Kenneth R. French Kenneth R. French is Research Fellow, Foundation for Research in Economics and Education, UCLA. Dr. French received his Ph.D. from the University of Rochester.Search for more papers by this author Bradford Cornell, Bradford Cornell Bradford Cornell is Associate Professor of Finance and Economics at UCLA. Dr. Cornell received his Ph.D. from Stanford University.Search for more papers by this authorKenneth R. French, Kenneth R. French Kenneth R. French is Research Fellow, Foundation for Research in Economics and Education, UCLA. Dr. French received his Ph.D. from the University of Rochester.Search for more papers by this author First published: Spring 1983 https://doi.org/10.1002/fut.3990030102Citations: 114 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume3, Issue1Spring 1983Pages 1-14 RelatedInformation
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