A Note on Taxes and the Pricing of Treasury Bill Futures Contracts
1981; Wiley; Volume: 36; Issue: 5 Linguagem: Inglês
10.1111/j.1540-6261.1981.tb01083.x
ISSN1540-6261
Autores Tópico(s)Financial Markets and Investment Strategies
ResumoThe Journal of FinanceVolume 36, Issue 5 p. 1169-1176 Note A Note on Taxes and the Pricing of Treasury Bill Futures Contracts BRADFORD CORNELL, BRADFORD CORNELL Associate Professor of FinanceAssociate Professor of Finance, Graduate School of Management, UCLA, Los Angeles, CA. 90024.Search for more papers by this author BRADFORD CORNELL, BRADFORD CORNELL Associate Professor of FinanceAssociate Professor of Finance, Graduate School of Management, UCLA, Los Angeles, CA. 90024.Search for more papers by this author First published: December 1981 https://doi.org/10.1111/j.1540-6261.1981.tb01083.xCitations: 6 The author would like to thank Doug Breeden, John Cox, Bob Geske, Al Osborne, Steve Shaefer, and participants at the UCLA and Stanford-Berkeley finance workshops for helpful comments. Partial funding for this research was provided by the Chicago Mercantile Exchange. Read the full textAboutPDF 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 onFacebookTwitterLinkedInRedditWechat Citing Literature Volume36, Issue5December 1981Pages 1169-1176 RelatedInformation
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