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Application of the Put–Call Pa...
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1
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
Saved in:
2
Stock index
arbitrage
profitability : a transactions data analysis of Swedish OMX-index cash and forward prices
Nordén, Lars
-
1994
Persistent link: https://www.econbiz.de/10000897132
Saved in:
3
Arbitrage
opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767419
Saved in:
4
Arbitrage
opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126341
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Early unwindings and rollovers of stock index futures
arbitrage
programs : analysis and implications for predicting expiration day effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000760575
Saved in:
9
Settlement, tax and non-synchronous effects in the basis of UK stock index futures
Theobald, Michael
;
Yallup, Peter
-
1996
Persistent link: https://www.econbiz.de/10000598332
Saved in:
10
The impact of stock index
arbitrage
on equity markets -
theory
and evidence
Bhatt, Swati
-
1987
Persistent link: https://www.econbiz.de/10000082786
Saved in:
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