The impact of stock index arbitrage on equity markets - theory and evidence
Year of publication: |
1987
|
---|---|
Authors: | Bhatt, Swati |
Institutions: | Federal Reserve Bank of New York |
Subject: | Arbitrage | Stock - Prices | Stock market |
-
Fact and fantasy about stock index futures program trading
John J. Merrick, Jr., (1987)
-
Inference, arbitrage, and asset price volatility
Adrian, Tobias, (2004)
-
John J. Merrick, Jr., (1987)
- More ...
-
The role of stock index derivative products in equity market volatility
Bhatt, Swati, (1987)
-
Premiums on stock index futuresāsome evidence
Bhatt, Swati, (1990)
-
Demand uncertainty in a durable goods monopoly
Bhatt, Swati, (1989)
- More ...