Efficiency of the IBEX spot-futures basis: The impact of the mini-futures

  1. McMillan, D.G.
  2. Garcia, R.Q.
Journal:
Journal of Futures Markets

ISSN: 0270-7314 1096-9934

Year of publication: 2008

Volume: 28

Issue: 4

Pages: 398-415

Type: Article

DOI: 10.1002/FUT.20308 GOOGLE SCHOLAR