A study of index-futures arbitrage and the intraday behavior of the mispricings

  • Chun Keung Chan

    Student thesis: Master's Thesis


    Please refer to the "Abstract & TOC" file on the right side
    Date of Award2003
    Original languageEnglish
    SupervisorJoseph K W FUNG (Supervisor)

    User-Defined Keywords

    • Arbitrage
    • China
    • Futures market
    • Hong Kong
    • Prices
    • Stock index futures
    • Stocks


    • Full text is only available for download on campus.

    Cite this