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1
Are mispricings long-lasting or short-lived? : evidence from S & P 500 index
ETF
options
Jiao, Feng
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011822718
Saved in:
2
The impact of latency sensitive trading on high frequency
arbitrage
opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
3
ETF
arbitrage
: intraday evidence
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3486-3498
Persistent link: https://www.econbiz.de/10010126380
Saved in:
4
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
5
International high-frequency
arbitrage
for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2021
Persistent link: https://www.econbiz.de/10012591155
Saved in:
6
Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index
Deville, Laurent
;
Gresse, Carole
;
Séverac, Béatrice de
- In:
European financial management : the journal of the …
20
(
2014
)
2
,
pp. 352-373
Persistent link: https://www.econbiz.de/10010350999
Saved in:
7
Program trading, nonprogram trading, and market
volatility
Hogan, Kedreth C.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 733-756
Persistent link: https://www.econbiz.de/10001228476
Saved in:
8
Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach
Liang, Dawei
;
Xu, Yue
;
Hu, Yan
;
Du, Qianqian
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
7
,
pp. 2118-2128
Persistent link: https://www.econbiz.de/10014290403
Saved in:
9
Active trading in ETFs : the role of high-frequency algorithmic trading
Jain, Archana
;
Jain, Chinmay
;
Jiang, Christine X.
- In:
Financial analysts journal : FAJ
77
(
2021
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10012515351
Saved in:
10
Arbitrage
bots in experimental asset markets
Angerer, Martin
;
Neugebauer, Tibor
;
Shachat, Jason M.
- In:
Journal of economic behavior & organization : JEBO
206
(
2023
),
pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
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