The pricing of stock index futures

The relation between forward prices and futures prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Journal of Financial Economics · 1981 · 754 citations

Business, Economics, Finance +14

Capital Market Equilibrium with Personal Tax

George M. Constantinides · Econometrica · 1983 · 506 citations

Public Affairs, Business Economics, Economics +11

Forward contracts and futures contracts

Robert A. Jarrow, George S. Oldfield · Journal of Financial Economics · 1981 · 235 citations

Business, Contract Law, Contract Theory +10

A continuous time equilibrium model of forward prices and futures prices in a multigood economy

Scott F. Richard, Mahadevan Sundaresan · Journal of Financial Economics · 1981 · 228 citations

Social Sciences, Business Economics, Economics +17

Taxes and the Pricing of Stock Index Futures

Bradford Cornell, Kenneth R. French · The Journal of Finance · 1983 · 179 citations

Public Affairs, Economics, Finance +11