search query: @author Brennan, M. J. / total: 26
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Author: | Brennan, M. J. Schwartz, E. S. |
Title: | Arbitrage in stock index futures. |
Journal: | Journal of Business
1990 : JAN, VOL. 63:1, p. S7-S31 |
Index terms: | ARBITRAGE PRICING THEORY FUTURES MARKETS STOCK INDEX OPTIONS |
Language: | eng |
Abstract: |
SCIMA