Narrow search
Showing 21 - 30 of 675,995
Cover Image
The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options
Markose, Sheri; Er, Hakan - 2000
Persistent link: https://www.econbiz.de/10001541408
Cover Image
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
Cover Image
Information and index arbitrage
Kumar, Praveen - In: The journal of business : B 67 (1994) 4, pp. 481-509
Persistent link: https://www.econbiz.de/10001172772
Cover Image
Arbitrage institutioneller Anleger am DAX-Futures-Markt unter Berücksichtigung von Körperschaftsteuern und Dividenden
Bamberg, Günter - In: Journal of business economics : JBE 64 (1994) 12, pp. 1533-1566
Persistent link: https://www.econbiz.de/10001173931
Cover Image
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter - In: Finanzmarkt und Portfolio-Management 8 (1994) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10001217692
Cover Image
A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Cover Image
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
Cover Image
The dual listing of stock index futures : arbitrage, spread arbitrage, and currency risk
Board, John L. G. - In: The journal of futures markets 16 (1996) 1, pp. 29-54
Persistent link: https://www.econbiz.de/10001193438
Cover Image
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
Cover Image
Stock index futures and index arbitrage in a rational expectations model
Vila, Anne Fremault - In: The journal of business : B 64 (1991) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001115134