Evidence on the arbitrage efficiency of SPI index futures and options markets (Q878218)
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scientific article; zbMATH DE number 5146232
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| English | Evidence on the arbitrage efficiency of SPI index futures and options markets |
scientific article; zbMATH DE number 5146232 |
Statements
Evidence on the arbitrage efficiency of SPI index futures and options markets (English)
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26 April 2007
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put-call-futures parity
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market efficiency
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SPI index
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futures
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options
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0.7864330410957336
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0.7291396856307983
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0.6963751912117004
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0.6957887411117554
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0.6870589256286621
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