Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions

Journal of Futures Markets

Volumn 19, Issue 7, 1999, Pages 799-815

  Low, Aaron H W ^a   Muthuswamy, Jayaram ^b   Webb, Robert I ^a,c  

^a Univeristy of Sydney ^*

^b UNIVERSITY OF SYDNEY   (Australia)

^c UNIVERSITY OF VIRGINIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033425719     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199910)19:7<799::AID-FUT4>3.0.CO;2-5     Document Type: Article

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