Box spread arbitrage profits following the 1987 market crash : real or illusory?
Year of publication: |
1997
|
---|---|
Authors: | Hemler, Michael Lee |
Other Persons: | Miller, Thomas W. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 32.1997, 1, p. 71-90
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Finanzkrise | Financial crisis | Arbitrage | Kapitaleinkommen | Capital income | Index-Futures | Index futures | USA | United States | 1987 |
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