Empirical evidence on stock index arbitrage
Subtitle: the case of program trading
By: Joseph E. Finnerty, Hun Y. Park
Contributors: Park, Hun Y.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1321; BEBR faculty working paper -- no. 1321.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1987
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 14
Notes: Includes bibliographical references (p. 14).