Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market
| Year of publication: |
2004
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| 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 8643222. - Vol. 39.2004, 3, p. 435-454
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