๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Short sale restrictions: Implications for stock index arbitrage

โœ Scribed by Vesa Puttonen; Teppo Martikainen


Book ID
116101188
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
357 KB
Volume
37
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


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## I. INTRODUCTION rogram traders take matched opposite positions in the cash stock and stock index P futures markets to earn profits from intermarket mispricings. The fair relation between the futures price and the cash stock index usually is analyzed through a simple forward pricing rule based o