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

Marc Chesney; Henri Loubergé; Rajna Gibson

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

Domain :

Humanities and Social Sciences / Economics and Finance / Economy and decision science

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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

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

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

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