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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. [["eprint_typename_scholarly-edition" not defined]]

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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: Elements
Depositing User: Elements
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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