TAXES AND THE PRICING OF STOCK INDEX FUTURES

被引：112

作者：

CORNELL, B

FRENCH, KR

机构：

来源：

关键词：

D O I：

10.2307/2328076

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：675 / 694

页数：20

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[6]

ELTON E, 1982, UNPUB INTRADAY TESTS

[7]

FIGLEWSKI S, 1982, UNPUB STOCK INDEX FU

[8]

FRENCH K, 1982, THESIS U ROCHESTER

[9]

FRENCH KR, 1982, UNPUB COMP FUTURES F

[10] FORWARD CONTRACTS AND FUTURES CONTRACTS [J].

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OLDFIELD, GS .