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SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract Benjamin Francis Hunt ISSN: 1036-7373 http://www.business.uts.edu.au/finance/

SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage

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Page 1: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage

SCHOOL OF FINANCE AND ECONOMICS

UTS:BUSINESS

WORKING PAPER NO. 34 DECEMBER, 1993

A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract Benjamin Francis Hunt ISSN: 1036-7373 http://www.business.uts.edu.au/finance/

Page 2: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 3: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 4: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 5: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 6: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 7: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 8: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 9: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 10: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 11: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 12: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 13: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage
Page 14: SCHOOL OF FINANCE AND ECONOMICSfinance.uts.edu.au/research/wpapers/wp34.pdf · SCHOOL OF FINANCE AND ECONOMICS UTS:BUSINESS WORKING PAPER NO. 34 DECEMBER, 1993 A Limited Stock Arbitrage

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