Settlement, tax and non-synchronous effects in the basis of U.K. stock index futures

Journal of Banking and Finance

Volumn 20, Issue 9, 1996, Pages 1509-1530

  Theobald, Michael ^a   Yallup, Peter ^b  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b Luthy Baillie Dowsett Pethick/Co L   (United Kingdom)

Author keywords

Basis; Futures; Non synchronicities; Settlement; Tax

Indexed keywords

EID: 0030295406     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00016-7     Document Type: Article

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