TAXES AND THE PRICING OF STOCK INDEX FUTURES

被引：112

作者：

CORNELL, B

FRENCH, KR

机构：

来源：

关键词：

D O I：

10.2307/2328076

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：675 / 694

页数：20

共 14 条

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[2] CONSTANTINIDES GM, 1982, UNPUB OPTIMAL STOCK
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CORNELL, B
REINGANUM, MR
[J]. JOURNAL OF FINANCE, 1981, 36 (05) : 1035 - 1045
[4] CORNELL B, 1982, UNPUB MONEY SUPPLY A
[5] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES
COX, JC
INGERSOLL, JE
ROSS, SA
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346
[6] ELTON E, 1982, UNPUB INTRADAY TESTS
[7] FIGLEWSKI S, 1982, UNPUB STOCK INDEX FU
[8] FRENCH K, 1982, THESIS U ROCHESTER
[9] FRENCH KR, 1982, UNPUB COMP FUTURES F
[10] FORWARD CONTRACTS AND FUTURES CONTRACTS
JARROW, RA
OLDFIELD, GS
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 373 - 382