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Journal of futures markets. 1983;3(1):15-41. doi: 10.1002/fut.3990030103 Q22.32025

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

David M. Modest; Mahadevan Sundaresan

DOI: 10.1002/fut.3990030103

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期刊名:Journal of futures markets

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ISSN:0270-7314

e-ISSN:1096-9934

IF/分区:2.3/Q2

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The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence