How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
| Year of publication: |
2005
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|---|---|
| Authors: | Cheng, Kevin H.K. ; Fung, Joseph K.W. ; Tse, Yiuman |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 25.2005, 4, p. 375-398
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