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

Marc Chesney 1 Rajna Gibson Henri Loubergé
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Arbitrage Trading Index Option Trading Soffex Daily Data Intradaily Data
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https://hal-hec.archives-ouvertes.fr/hal-00607604
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Saturday, July 9, 2011 - 10:20:13 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00607604, version 1

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Marc Chesney, Rajna Gibson, Henri Loubergé. Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data. 1995. ⟨hal-00607604⟩

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