Early unwinding strategy in index options-futures arbitrage

Journal of Financial Research

Volumn 21, Issue 4, 1998, Pages 447-467

  Cheng, Louis T W ^a   Fung, Joseph K W ^b   Pang, Castor ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037751690     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1998.tb00697.x     Document Type: Article

References (14)

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