Chapter 10 Program trading and stock index arbitrage-Reference-Cited by-同舟云学术

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Chapter 10 Program trading and stock index arbitrage

Published:1995 Issue: Volume: Page:315-339
ISSN:0927-0507
Container-title:Handbooks in Operations Research and Management Science
language:
Short-container-title:

Author:

Canina Linda,Figlewski Stephen

Publisher

Elsevier

Reference39 articles.

1. Multi-market trading and patterns in volume and mispricing: The case of the Nikkei Stock Index futures market;Bacha,1993

2. Futures markets, regulation and volatility: The case of the Nikkei Stock Index futures market;Bacha,1994

3. Report of the Presidential Task Force on market mechanisms;Brady,1988

4. Arbitrage in stock index futures;Brennan;J. Bus.,1990

5. Arbitrage opportunities in the Japanese stock and futures markets;Brenner;Financ. Anal. J.,1989

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Index Arbitrage Systematic Trading Strategy Value Proposition;Smart Innovation, Systems and Technologies;2024

2. Some Extensions to the Theory of Portfolio Selection with Trading Constraints;SSRN Electronic Journal;2005

3. Arbitrage Pricing and the Existence of Equilibrium Under Portfolio Constraints;SSRN Electronic Journal;2003

4. Equilibrium Mispricing in a Capital Market with Portfolio Constraints;Review of Financial Studies;2000-07

5. Market Microstructure Considerations in Index Construction;SSRN Electronic Journal;1998

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