Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Joseph K. W. Fung; Henry M. K. Mok; Kenneth C. K. Wong
| Year of publication: |
2004
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. ; Wong, Kenneth C. K. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 39.2004, 3, p. 435-454
|
| Subject: | Index-Futures | Index futures | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Effizienzmarkthypothese | Efficient market hypothesis | Hongkong | Hong Kong | 1995-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 453 - 454 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002163289