Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data

Marc Chesney, Rajna Gibson and Henri Loubergé
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Marc Chesney: GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique

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Keywords: Arbitrage Trading; Index Option Trading; Soffex; Daily Data; Intradaily Data (search for similar items in EconPapers)
Date: 1995
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Published in 1995

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Working Paper: Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data (1996)
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