Futures-Spot Arbitrage is a market-neutral trading strategy that exploits price discrepancies between the futures contract of a commodity and its underlying spot market, distinguished by the simultaneous purchase (or sale) of the physical commodity and the offsetting sale (or purchase) of its futures contract to capture risk-free profits arising from temporary mispricing.
70
Publications
4.1K
Citations
126
Authors
102
Institutions
Publications per year
2017–2026
11
Variants
Cash-and-carry Arbitrage
Parents
Publications
70
Arbitrage in Stock Index Futures
Michael J. Brennan, Eduardo S. Schwartz · The Journal of Business · 1990 · 234 citations
Futures Manipulation with “Cash Settlement”
Praveen Kumar, Duane J. Seppi · The Journal of Finance · 1992 · 222 citations
1–5 of 70
Authors
126
- AK
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- MM
3
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- HR
2
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- MB
2
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- ET
2
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1–5 of 126
Institutions
102
University of Mannheim
Mannheim, Germany
4 h-index
4 publications
226 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
4 h-index
4 publications
228 citations
UNSW Sydney
Sydney, Australia
3 h-index
3 publications
200 citations
New York University
New York, United States
3 h-index
4 publications
131 citations
Georgia State University
Atlanta, United States
2 h-index
3 publications
57 citations
University of Essex
Colchester, United Kingdom
2 h-index
6 publications
118 citations
Arizona State University
Tempe, United States
2 h-index
2 publications
69 citations
Auckland University of Technology
Auckland, New Zealand
2 h-index
2 publications
41 citations
1–8 of 102
Venues
- Journal of Futures Markets
15 publications · 561 citations
14
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- SSRN Electronic Journal
Repository · 4 publications · 101 citations
4
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- The Journal of Finance
3 publications · 324 citations
3
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- Financial Analysts Journal
FAJ · 3 publications · 92 citations
3
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- Management Science
2 publications · 107 citations
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