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Financially constrained index futures arbitrage
Glover, Kristoffer, (2022)
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk, (2023)
Pairs trading in the index options market
Brunetti, Marianna, (2023)
The Informational Content of Implied Volatility.
Canina, Linda, (1993)
Program Trading and Stock Index Arbitrage
Canina, Linda, (2008)
The Informational Content of Implied Volatility