Efficiency of single-stock futures : an intraday analysis
Year of publication: |
2008
|
---|---|
Authors: | Fung, Joseph K. W. ; Tse, Yiuman |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 6, p. 518-536
|
Subject: | Futures | Transaktionskosten | Transaction costs | Arbitrage | Schätzung | Estimation | Hongkong | Hong Kong | 2001-2003 |
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