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Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Fung, Joseph K.W.; Mok, Henry M.K. - In: Global finance journal 14 (2003) 2, pp. 121-134
Persistent link: https://www.econbiz.de/10007656694
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Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market
Fung, Joseph K.W.; Mok, Henry M.K.; Wong, Kenneth C.K. - In: The financial review : the official publication of the … 39 (2004) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10005926347
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Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data
Fung, Joseph K.W.; Mok, Henry M.K. - In: The financial review : the official publication of the … 36 (2001) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10005947137
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Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data
Fung, Joseph K.W.; Mok, Henry M.K. - In: The financial review : the official publication of the … (2001) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10005950549