Intraday indirect arbitrage between European index ETFs
Year of publication: |
2021
|
---|---|
Authors: | Bassiouny, Aliaa ; Tooma, Eskandar A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-13
|
Subject: | Arbitrage | ETF | High-frequency trading | Indexderivat | Index derivative | EU-Staaten | EU countries | Elektronisches Handelssystem | Electronic trading | Europa | Europe | Aktienindex | Stock index | Arbitrage Pricing | Arbitrage pricing | Index-Futures | Index futures | Wertpapierhandel | Securities trading | Volatilität | Volatility |
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