A transactions data test of stock index futures market efficiency and index arbitrage profitability
Year of publication: |
1991
|
---|---|
Authors: | Chung, Y. Peter |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 5, p. 1791-1809
|
Subject: | Index-Futures | Index futures | Arbitrage | USA | United States | 1984-1986 |
-
Information in the cash market and stock index future market
Chan, Kalok, (1990)
-
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas, (2005)
-
Limits of arbitrage, sentiment and pricing kernel : evidence from index options
Han, Bing, (2004)
- More ...
-
A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter, (1989)
-
Chung, Y. Peter, (2006)
-
The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter, (2012)
- More ...