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• W1483702142 abstract "This paper offers a study of relevant transaction costs when examining the efficiency of stock index futures markets. We suggest that a different transaction cost estimate should be used when testing the upper side of the cost of carry model than when testing the lower side of the model. Empirical evidence indicates that this explains most of the underpricing observed in the Finnish stock index futures market." @default.
• W1483702142 created "2016-06-24" @default.
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• W1483702142 date "1991-10-01" @default.
• W1483702142 modified "2023-09-25" @default.
• W1483702142 title "Short sale restrictions" @default.
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• W1483702142 doi "https://doi.org/10.1016/0165-1765(91)90125-5" @default.
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