Economics at your fingertips  

Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis

Donald Lien, Gerui Lim, Li Yang () and Chunyang Zhou

Journal of Futures Markets, 2013, vol. 33, issue 4, 327-342

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Access Statistics for this article

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

Page updated 2020-11-13
Handle: RePEc:wly:jfutmk:v:33:y:2013:i:4:p:327-342