Index options-futures arbitrage : a comparative study with bid-ask and transaction data
Year of publication: |
2000
|
---|---|
Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. |
Publisher: |
Kowloon : Hong Kong Baptist Univ., School of Business, Business Research Centre |
Subject: | Arbitrage | Geld-Brief-Spanne | Bid-ask spread | Vergleich | Comparison |
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