The relationship between spot and futures prices in stock index futures markets
Subtitle: some preliminary evidence
By: by David M. Modest and Mahadevan Sundaresan
Contributors: Sundaresan, Mahadevan, author; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-45; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-45.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1982
Place of publication: [New York]
Language: eng
Number of pages: 36
Subjects: Stock exchanges; Hedging (Finance)