Intraday indirect arbitrage between European index ETFs
Aliaa Bassiouny, Eskandar Tooma
| Year of publication: |
2021
|
|---|---|
| Authors: | Bassiouny, Aliaa ; Tooma, Eskandar A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-13
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| Subject: | Arbitrage | ETF | High-frequency trading | Indexderivat | Index derivative | EU-Staaten | EU countries | Elektronisches Handelssystem | Electronic trading | Aktienindex | Stock index | Volatilität | Volatility | Arbitrage Pricing | Arbitrage pricing | Wertpapierhandel | Securities trading | Index-Futures | Index futures | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804074