Liquidity and the Law of One Price: The Case of the Futures Cash Basis RICHARD ROLL, EDUARDO SCHWARTZ AND AVANIDHAR SUBRAHMANYAM* ABSTRACT Deviations from no-arbitrage relations should be related to market liquidity, bec - Law of one price - Document - PDFSEARCH.IO

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	Liquidity and the Law of One Price: The Case of the Futures/Cash Basis RICHARD ROLL, EDUARDO SCHWARTZ AND AVANIDHAR SUBRAHMANYAM* ABSTRACT Deviations from no-arbitrage relations should be related to market liquidity, bec Add to Reading List Document Date: 2016-02-28 01:45:01 Open Document File Size: 411,25 KB Share Result on Facebook

Liquidity and the Law of One Price: The Case of the Futures/Cash Basis RICHARD ROLL, EDUARDO SCHWARTZ AND AVANIDHAR SUBRAHMANYAM* ABSTRACT Deviations from no-arbitrage relations should be related to market liquidity, becAdd to Reading List