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1-6 of 6 results for SHARE PRICE INDEX FUTURES CONTRACT

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Research article

First published 1985-12

Arbitrage Opportunities in The Australian Share Price Index Futures Contract

John Bowers, Garry Twite

Australian Journal of Management

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Research article

First published 1995-06

A Test of the Cost of Carry Relationship using 90‐Day Bank Accepted Bills and the All Ordinaries Share Price Index

Richard Heaney

Australian Journal of Management

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Research article

First published 1998-06

The Pricing of Australian Index Futures Contracts with Taxes and Transaction Costs

Garry J. Twite

Australian Journal of Management

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Research article

First published 1996-12

The Pricing of SPI Futures Options with Daily Futures Style Margin Payments

Garry Twite

Australian Journal of Management

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Research article

First published 1993-12

Effect of Stochastic Interest Rates on the Pricing of SPI Futures Contracts

Garry J. Twite

Australian Journal of Management

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Research article

First published 1997-12

Expiration‐Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures

Hans R. Stoll, Robert E. Whaley

Australian Journal of Management