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

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Marc Chesney
  • Function : Author
Groupement de Recherche et d'Etudes en Gestion à HEC
Henri Loubergé
  • Function : Author
  • PersonId : 901364
Department of Economics
Rajna Gibson
  • Function : Author

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Humanities and Social Sciences Economics and Finance Economy and decision science

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00602719

Submitted on : Thursday, June 23, 2011-12:11:48 PM

Last modification on : Friday, September 30, 2022-11:28:09 AM

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hal-00602719 , version 1 (23-06-2011)

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  • HAL Id : hal-00602719 , version 1

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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⟩

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