Arbitrage Opportunities in the Japanese Stock and Futures Markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v46.n2.14
Cited by 30 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. Comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk and transaction costs” by Peter Miu and Meng‐Lan Yueh: Reply;Journal of Futures Markets;2021-09-19
2. The effect of market sentiment and information asymmetry on option pricing;The North American Journal of Economics and Finance;2020-11
3. Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs;Journal of Futures Markets;2019-08-12
4. Stock index futures arbitrage: Evidence from a meta-analysis;International Review of Financial Analysis;2019-01
5. Investor sentiment, flight-to-quality, and corporate bond comovement;Journal of Banking & Finance;2017-09
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