Liquidity and the Law of One Price: The Case of the Futures-Cash Basis
Article first published online: 4 SEP 2007
The Journal of Finance
Volume 62, Issue 5, pages 2201–2234, October 2007
How to Cite
ROLL, R., SCHWARTZ, E. and SUBRAHMANYAM, A. (2007), Liquidity and the Law of One Price: The Case of the Futures-Cash Basis. The Journal of Finance, 62: 2201–2234. doi: 10.1111/j.1540-6261.2007.01273.x
- Issue published online: 4 SEP 2007
- Article first published online: 4 SEP 2007
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