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Standard and Poor?s depository receipts and the performance of the S&P 500 index futures market

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References

1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices350 cited
1983Taxes and the Pricing of Stock Index Futures199 cited
1983The pricing of stock index futures192 cited
1984Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market73 cited
1984Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium68 cited
1990Premiums on stock index futures‐some evidence49 cited

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2005Volatility effect of ETFs on the constituents of the underlying Taiwan 50 Index36 cited
2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets35 cited
2004Cubes and the individual investor31 cited
2005Basket Securities, Price Formation, and Informational Efficiency31 cited
2002Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts30 cited
2011Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index23 cited

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