Cross-sectional Effects of Bases in Equity Indexes Futures
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Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price
Todd Hazelkorn; Tobias J. Moskowitz; Kaushik Vasudevan
Capital University- AQR Capital Management, LLC
- Yale University
Agency for Quality Assurance and Accreditation Austria- National Bureau of Economic Research
- AQR Capital
- National Bureau of Economic Research (NBER)
- Yale University, Yale SOM
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