A NOTE ON TAXES AND THE PRICING OF TREASURY BILL FUTURES CONTRACTS

被引：9

作者：

CORNELL, B

机构：

来源：

关键词：

D O I：

10.2307/2327307

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1169 / 1176

页数：8

共 9 条

[1]

ANDERSEN A, 1980, INTEREST RATE FUTURE

[2]

ARAK M, 1980, UNPUB

[3] TREASURY BILL PRICING IN THE SPOT AND FUTURES MARKETS [J].

CAPOZZA, DR ;

CORNELL, B .

[4]

CORNELL B, 1980, UNPUB

[5]

COX JC, 1980, UNPUB

[6]

LANG RW, 1978, FEDERAL RESERVE BANK, V60, P21

[7] DIVIDENDS AND TAXES [J].

MILLER, MH ;

SCHOLES, MS .

[8] EFFICIENCY OF THE TREASURY BILL FUTURES MARKET [J].

RENDLEMAN, RJ ;

CARABINI, CE .

[9]

VIGNOLA AJ, 1979, UNPUB