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settlement, tax and non-synchronous effects in the basis of u.k. stock index futures
Journalof
BANKING
ELSEVIER FINANCE
Journal of Banking Finance 20 (1996) 1509-1530
Settlement, tax and non-synchronous effects in
the basis of U.K. stock index futures
Michael Theobald a,*, Peter Yallup b
~ Department of Accounting and Finance
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