Examining the equilibrium relationship between the Shanghai 50 stock index futures and the Shanghai 50 ETF options markets
Jinzhong Wang, Hao Kang, Fei Xia, and Guowei Li
| Year of publication: |
2018
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|---|---|
| Authors: | Wang, Jinzhong ; Kang, Hao ; Xia, Fei ; Li, Guowei |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 10/11/12, p. 2557-2576
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| Subject: | arbitrage test | derivative market equilibrium | put-call-futures parity | Shanghai | Derivat | Derivative | Index-Futures | Index futures | Arbitrage | China | Indexderivat | Index derivative | Optionsgeschäft | Option trading | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1483824 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012124755