Work

Index arbitrage with heterogeneous investors: A smooth transition error correction analysis

Year: 2001

Type: paratext

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(00)00162-x

Author: Yiuman Tse

Institution: Binghamton University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Syracuse University

OpenAlex ID: W2051870948

Cites: 63

Cited by: 62

Related to: 10