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Stock Index Futures: Theories and International Evidence.

Joan C. Junkus, Charles Sutcliffe

Abstract

Stock market indices introduction to futures trading futures exchanges arbitrage and the valuation of stock index futures arbitrage and relaxing the assumptions behaviour of the prices of stock index futures returns and the risk premium maturity, price volatility and volume market efficiency hedging the potential uses of stock index futures by fund managers the design and regulation of futures contracts future topics in index futures.

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Key concepts: Stock index futures, Futures contract, Financial economics, Index (typography), Stock market index, Stock (firearms), Economics, Econometrics