Evidence on the arbitrage efficiency of SPI index futures and options markets
Year of publication: |
2007
|
---|---|
Authors: | Li, Steven ; Alfay, Elia |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 1, p. 71-93
|
Subject: | Arbitrage | Optionsgeschäft | Option trading | Schätzung | Estimation | Australien | Australia | Effizienzmarkthypothese | Efficient market hypothesis | 2001-2004 |
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