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Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares

✍ Scribed by James Richard Cummings; Alex Frino

Book ID: 110936691
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 211 KB
Volume: 51
Category: Article
ISSN: 0810-5391
DOI: 10.1111/j.1467-629x.2010.00365.x

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