Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data
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Other versions of this item:
- Marc Chesney & Rajna Gibson & Henri Loubergé, 1995. "Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data," Working Papers hal-00607604, HAL.
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Cited by:
- Heinz Zimmermann & Claudia Zogg-Wetter, 1997. "Preisbildung am schweizerischen SMI-Futuresmarkt: Arbitrage und dynamische Preisbeziehungen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 95-132, June.
- Debaditya Mohanti & P. K. Priyan, 2014. "An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black–Scholes Model and Dynamic Hedging Strategy," Paradigm, , vol. 18(2), pages 221-237, December.
- Hoque, Ariful & Le, Thi & Hasan, Morshadul & Abedin, Mohammad Zoynul, 2024. "Does market efficiency matter for Shanghai 50 ETF index options?," Research in International Business and Finance, Elsevier, vol. 67(PB).
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Keywords
Arbitrage Trading; Index Option Trading; Soffex;All these keywords.
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