Discretionary Government Intervention and the Mispricing of Index Futures

Keyphrases

• Underpricing 100%
• Government Intervention 100%
• Index Futures 100%
• Government Actions 100%
• Hong Kong 50%
• Risk Factors 50%
• Futures Markets 50%
• Stock Market 50%
• Arbitrage 50%
• Hang Seng Index 50%
• Liquidity 50%
• Short Selling 50%
• Arbitrageurs 50%
• Asian Financial Crisis 50%
• Stock Loans 50%
• Market Intervention 50%
• Loan Market 50%
• Market Process 50%
• Infrequent Trading 50%
• Direct Market 50%
• Incremental Risk 50%

Economics, Econometrics and Finance

• State Intervention 100%
• Index Futures 100%
• Pricing 50%
• Financial Crisis 50%
• Risk Factor 50%
• Arbitrage 50%