Federal Reserve Bank of Philadelphia and The Wharton School, University of Pennsylvania; and Owen Graduate School of Management, Vanderbilt University, Nashville, Tennessee. This research has been supported by a grant from the Columbia Center for the Study of Futures Markets and by the Dean's Fund for Faculty Research at the Owen Graduate School of Management. For their research assistance, we thank Jeff Babbin, Joe Cummins, Michael Dee, David Griffin, Dennis Goldman, and Nancy Taylor. The helpful comments of Michael Brennan and Orlin Grabbe are gratefully acknowledged.
Spot and Futures Prices and the Law of One Price
Article first published online: 30 APR 2012
1983 The American Finance Association
The Journal of Finance
Volume 38, Issue 5, pages 1431–1455, December 1983
How to Cite
PROTOPAPADAKIS, A. and STOLL, H. R. (1983), Spot and Futures Prices and the Law of One Price. The Journal of Finance, 38: 1431–1455. doi: 10.1111/j.1540-6261.1983.tb03833.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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