The profitability of index futures arbitrage : evidence from bid-ask quotes
Kee-Hong Bae ; Kalok Chan ; Yan-Leung Cheung
| Year of publication: |
1998
|
|---|---|
| Authors: | Bae, Kee-hong |
| Other Persons: | Chan, Kalok (contributor) ; Cheung, Stephen Y. L. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 7, p. 743-763
|
| Subject: | Index-Futures | Index futures | Arbitrage | Rentabilität | Profitability | Geld-Brief-Spanne | Bid-ask spread | Hongkong | Hong Kong | 1993-1994 |
| 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/10001249189