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

  • Chun Keung Chan

Student thesis: Master's Thesis

Abstract

Please refer to the "Abstract & TOC" file on the right side
Date of Award2003
Original languageEnglish

User-Defined Keywords

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

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Documents

  • Abstract & TOC

    File: application/pdf, 138 KB

    Type: Supplementary materials

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