Markose, Sheri M and Er, Hakan (2000) The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options. [["eprint_typename_scholarly-edition" not defined]]
Markose, Sheri M and Er, Hakan (2000) The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options. [["eprint_typename_scholarly-edition" not defined]]
Markose, Sheri M and Er, Hakan (2000) The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options. [["eprint_typename_scholarly-edition" not defined]]
Abstract
| Item Type: | ["eprint_typename_scholarly-edition" not defined] |
|---|---|
| Uncontrolled Keywords: | HB; |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Economics, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 16 Aug 2012 13:50 |
| Last Modified: | 15 Jan 2022 00:56 |
| URI: | http://repository.essex.ac.uk/id/eprint/3737 |
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