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A transactions data analysis of arbitrage between index options and index futures
Lee, Jae-ha - In: The journal of futures markets 13 (1993) 8, pp. 889-902
Persistent link: https://www.econbiz.de/10001158683
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Seasonal effects in S&P 100 index option returns
Cotner, John S. - In: The journal of futures markets 13 (1993) 5, pp. 453-467
Persistent link: https://www.econbiz.de/10001145979