Liquidity and the law of one price: The case of the futures-cash basis

Journal of Finance

Volumn 62, Issue 5, 2007, Pages 2201-2234

  Roll, Richard ^a   Schwartz, Eduardo ^a   Subrahmanyam, Avanidhar ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34548485079     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2007.01273.x     Document Type: Article

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