Index options-futures arbitrage : a comparative study with bid-ask and transaction data
Joseph K. W. Fung; Henry M. K. Mok
| Year of publication: |
2000
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. |
| Publisher: |
Kowloon : Hong Kong Baptist Univ., School of Business, Business Research Centre |
| Subject: | Arbitrage | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | Vergleich | Comparison | Schätzung | Estimation |
| Extent: | Online Ressource, 848 KB, text |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 16-10-01 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612486