The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk
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- Board, J. & Sutcliffe, C., 1993. "The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk," Papers 93-76, University of Southampton - Department of Accounting and Management Science.
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Cited by:
- Chung, Huimin & Hseu, Mei-Maun, 2008. "Expiration day effects of Taiwan index futures: The case of the Singapore and Taiwan Futures Exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(2), pages 107-120, April.
- Sen Wu & Shuaiqi Liu & Huimin Zong & Yiyuan Sun & Wei Wang, 2023. "Research on a Prediction Model and Influencing Factors of Cross-Regional Price Differences of Rebar Spot Based on Long Short-Term Memory Network," Sustainability, MDPI, vol. 15(6), pages 1-12, March.
- Frino, Alex & Harris, Frederick H.deB. & Lepone, Andrew & Wong, Jin Boon, 2013. "The relationship between satellite and home market volumes: Evidence from cross-listed Singapore futures contracts," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 301-311.
- Jieye Qin & Christopher J. Green & Kavita Sirichand, 2019. "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1269-1300, October.
- Ito, Takatoshi & Lin, Wen-Ling, 2001. "Race to the center: competition for the Nikkei 225 futures trade," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 219-242, July.
- C. L. Dunis & Jason Laws & Ben Evans, 2006. "Trading futures spreads: an application of correlation and threshold filters," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 903-914.
- John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, October.
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