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
    SupervisorJoseph K W FUNG (Supervisor)

    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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