A transactions data analysis of arbitrage between index options and index futures
Jae Ha Lee ; Nandkumar Nayar
| Year of publication: |
1993
|
|---|---|
| Authors: | Lee, Jae-ha |
| Other Persons: | Nayar, Nandkumar (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 8, p. 889-902
|
| Subject: | Index-Futures | Index futures | Arbitrage | USA | United States | 1989-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001158683