The impact of stock index arbitrage on equity markets - theory and evidence
Year of publication: |
1987
|
---|---|
Authors: | Bhatt, Swati |
Publisher: |
New York, N.Y. : Federal Reserve Bank of New York |
Subject: | Arbitrage | Effekten | Börse | Kurse | Börsenkurs | Share price | Aktienmarkt | Stock market | Aktienindex | Stock index | Theorie | Theory | Index-Futures | Index futures |
Extent: | 23, [10] Bl graph. Darst 4° |
---|---|
Series: | Research paper ; 8707 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturangaben |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Expiration day effects of stock and index futures on the Warsaw Stock Exchange
Suliga, Milena, (2019)
-
Suliga, Milena, (2023)
-
Jothimani, Dhanya, (2015)
- More ...
-
Premiums on stock index futures‐some evidence
Bhatt, Swati, (1990)
-
Demand uncertainty in a durable goods monopoly
Bhatt, Swati, (1989)
-
The role of stock index derivative products in equity market volatility
Bhatt, Swati, (1987)
- More ...