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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Examining the equilibrium relationship between the Shanghai 50 stock index futures and the Shanghai 50 ETF options markets
Wang, Jinzhong
;
Kang, Hao
;
Xia, Fei
;
Li, Guowei
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2557-2576
Persistent link: https://www.econbiz.de/10012124755
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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven
;
Alfay, Elia
- In:
Asia-Pacific Financial Markets
13
(
2006
)
1
,
pp. 71-93
Futures Exchange (SFE) within a
put-call-futures-parity
(PCFP) framework. Tick-by-tick transaction price data are employed so …
Persistent link: https://www.econbiz.de/10005684913
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