The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Lucy F. Ackert ; Yisong S. Tian
| Year of publication: |
1998
|
|---|---|
| Authors: | Ackert, Lucy F. |
| Other Persons: | Tian, Yisong Sam (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1998, 4, p. 44-53
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Kanada | Canada | 1989-1990 |
| 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/10001246677