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Box Spread Arbitrage Efficiency of NIFTY Index Options: The Indian Evidence (Vipul)

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Date2008.07.14

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9-1-IND_Vipul_BoxSpread_India.pdf

다음 게시물

Market Liquidity and FX Arbitrage in Emerging Markets: Evidence from Hong Kong Tick Data (Wai-Ming Fong, Giorgio Valente, Joseph K.W. Fung)

2008.07.14

이전 게시물

The Effect of Macroeconomic Variables on the Relationship between Futures Trading Activity and Cash Market Volatility (Hsuan-Po Chien, Yung-Chang Wang, Tong-Wei Lin)

2008.07.14

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