The intraday ex post and ex ante profitability of index arbitrage
Robert C. Klemkosky ; Jae Ha Lee
| Year of publication: |
1991
|
|---|---|
| Authors: | Klemkosky, Robert C. |
| Other Persons: | Lee, Jae-ha (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 3, p. 291-311
|
| Subject: | Derivat | Derivative | Index | Index number | Arbitrage | USA | United States | 1983-1987 |
| 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/10001104845