James Richard Cummings

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

3

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares

Accounting & Finance, Vol. 51, Issue 3, pp. 661-683, 2011
Number of pages: 23 Posted: 03 Aug 2011
James Richard Cummings and Alex Frino
affiliation not provided to SSRN and The University of Sydney - Discipline of Finance
Downloads 3 (684,924)
  • Add to Cart

Abstract:

Loading...

Stock index futures, Arbitrage, Market efficiency, G13, G14