HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Reports

Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data

Marc Chesney 1 Henri Loubergé 2 Rajna Gibson
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Department of Economics
Keywords : Arbitrage Trading Index Option Trading Soffex
Document type :
Reports
Complete list of metadata
https://hal-hec.archives-ouvertes.fr/hal-00602719
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, June 23, 2011 - 12:11:48 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Identifiers

  • HAL Id : hal-00602719, version 1

Collections

HEC | PARISTECH | CNRS | LARA

Citation

Marc Chesney, Henri Loubergé, Rajna Gibson. Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data. 1996. ⟨hal-00602719⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

159