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Capital Markets

S/F/176. Arbitrage and stock index futures pricing

WORDS:
2200
DATE:
2008
PRICE:
29.99 GBP

The paper examines arbitrage opportunities (AO) existing in capital (futures) markets describing the types and features of arbitrage, the reasons why AO arise, the impact of market imperfections on stock index futures, etc.

 

KEYWORDS: Arbitrage, capital market, stock index futures, market imperfections, efficiency,

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