The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk

Journal of Futures Markets

Volumn 16, Issue 1, 1996, Pages 29-54

  Board, John ^a   Sutcliffe, Charles ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030558709     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199602)16:1<29::aid-fut2>3.3.co;2-y     Document Type: Article

References (14)

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3. Alexander, G.J., Eun, C.S., and Janakiramanan, S. (1988, June): "International Listings and Stock Returns: Some Empirical Evidence," Journal of Financial and Quantitative Analysis, 23:135-151.
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