The market efficiency analysis of China’s copper options based on risk-free arbitrages
Huiming Zhang, Zhen Ma, Siji Qian
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Huiming ; Ma, Zhen ; Qian, Siji |
| Subject: | Boundary arbitrage | Box spread arbitrage | China’s copper options market | Market efficiency | Put-call-future parity | China | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Kupfermarkt | Copper market | Kupfer | Copper | Arbitrage Pricing | Arbitrage pricing | Optionsgeschäft | Option trading | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2301221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473235