The international transmission of arbitrage information across futures markets

Journal of Business Finance and Accounting

Volumn 32, Issue 5-6, 2005, Pages 973-1000

  Bilson, Chris ^a   Brailsford, Tim ^b   Evans, Twm ^c  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF QUEENSLAND   (Australia)

^c SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

Arbitrage; Futures mispricing; International financial markets; Spillovers; Stock index futures

Indexed keywords

EID: 27844573899     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2005.00619.x     Document Type: Review

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