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Application of Put Call Parity Formula on a 3 Month OMX Stockholm 30 Index Option Contract to Show Any Evidence of Arbitrage
Guirguis, Michel - 2021
evidence of arbitrage. The put – call parity shows the relationship between a call and a put option with the same expiration … results show that arbitrage is limited in the derivatives index option market …
Persistent link: https://www.econbiz.de/10013232500
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Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126341
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Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan; Green, Christopher J. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
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Stock index derivatives arbitrage in Finland
Puttonen, Vesa - 1992
Persistent link: https://www.econbiz.de/10000838086
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
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On the determinants of basis spread for Taiwan index futures and the role of speculators
Chang, Charles; Lin, Emily - In: Review of Pacific Basin financial markets and policies 17 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010348818
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Ultra-high-frequency algorithmic arbitrage across international index futures
Alsayed, Hamad; McGroarty, Frank - In: Journal of forecasting 33 (2014) 6, pp. 391-408
Persistent link: https://www.econbiz.de/10010425562
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A study of arbitrage efficiency between the FTSE-100 index futures and options contracts
Draper, Paul; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612483
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A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670