The impact of execution delay on the profitability of put-call-futures trading strategies-Evidence from Taiwan
| Year of publication: |
2007
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|---|---|
| Authors: | Chiou, Jong-Rong ; Hsieh, Wen-Liang Gideon ; Lin, Yuan-Yi |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 4, p. 361-386
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