## Abstract This paper conducts an empirical analysis of the mispricing of calendar spreads for stock index futures. Using recent data drawn from the Sydney Futures Exchange, a sharp increase in the magnitude of spread mispricing immediately prior to maturity of the near contract is documented. Thi
Contract expiration and sales price
โ Scribed by Paul K. Asabere; Forrest E. Huffman; Rose L. Johnson
- Book ID
- 104668849
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 477 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0895-5638
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract In Resale Price Maintenance (RPM) contracts, the manufacturer specifies the resale price that retailers must charge to consumers. We study the role of using a RPM contract in a market where demand is influenced by retailer sales effort. First, it is well known that RPM alone does not pr
ptions on financial futures are relatively new financial instruments, although 0 options on commodities have been in existence since the Nineteenth Century. 'See Johnson (1982a) for a chronology of the historical developments in commodity option trading. Trading in options on nonfarm futures contrac