Changes in the options contract size and arbitrage opportunities
Joonhyuk Song, Doojin Ryu, Jinyoung Yu
| Year of publication: |
2023
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|---|---|
| Authors: | Song, Joonhyuk ; Ryu, Doojin ; Yu, Jinyoung |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 1, p. 122-137
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| Subject: | market efficiency | arbitrage duration | arbitrage opportunity | options market | options multiplier | Arbitrage | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading | Arbitrage Pricing | Arbitrage pricing | Index-Futures | Index futures | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22380 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465898