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The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship

Gresse, Carole; Deville, Laurent; de Séverac, Béatrice (2005), The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship, EFMA 2006, 2006-07, Madrid, Espagne

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Type
Communication / Conférence
Date
2005
Conference title
EFMA 2006
Conference date
2006-07
Conference city
Madrid
Conference country
Espagne
Pages
32
Metadata
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Author(s)
Gresse, Carole
Deville, Laurent
de Séverac, Béatrice
Subjects / Keywords
Efficiency; Arbitrage; Futures; ETF
JEL
G12 - Asset Pricing; Trading Volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies; Insider Trading