Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|5|2201-2234

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.5, 2007-10, pp. : 2201-2234

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Abstract