Short selling and index arbitrage profitability : evidence from the SGX MSCI and TAIFEX Taiwan index futures markets
Janchung Wang
| Year of publication: |
2010
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|---|---|
| Authors: | Wang, Janchung |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 46.2010, 5, p. 48-66
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| Subject: | ex ante test | index arbitrage | short-sales constraints | underpricing | uptick rule | Taiwan | Arbitrage | Index-Futures | Index futures | Leerverkauf | Short selling | Aktienindex | Stock index | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009238995