Work

A Study of Arbitrage Efficiency Between the FTSE‐100 Index Futures and Options Contracts

Year: 2001

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.2206

Authors: Paul Draper, Joseph K. W. Fung

Institutions: University of Edinburgh, Hong Kong Baptist University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2158646308

FWCI: 1.136

Cites: 30

Cited by: 25

Related to: 10