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The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options

Markose, Sheri M and Er, Hakan (2000) The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options. [UNSPECIFIED]

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Item Type: UNSPECIFIED
Uncontrolled Keywords: HB;
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 16 Aug 2012 13:50
Last Modified: 17 Aug 2017 18:08
URI: http://repository.essex.ac.uk/id/eprint/3737

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