The profitability of index futures arbitrage: Evidence from bid-ask quotes

Journal of Futures Markets

Volumn 18, Issue 7, 1998, Pages 743-763

  Bae, Kee Hong ^a   Chan, Kalok ^b   Cheung, Yan Leung ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032361766     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199810)18:7<743::AID-FUT1>3.0.CO;2-4     Document Type: Article

References (20)

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