index arbitrage
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Does Index Arbitrage Distort the Market Reaction to Shocks?

SSRN Electronic Journal ◽

10.2139/ssrn.3531658 ◽

2020 ◽

Author(s):

Stanislav Anatolyev ◽

Sergei Seleznev ◽

Veronika Selezneva

Keyword(s):

Market Reaction ◽

Index Arbitrage

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Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage

Indices, Index Funds And ETFs ◽

10.1057/978-1-137-44701-2_9 ◽

2018 ◽

pp. 397-462 ◽

Cited By ~ 1

Author(s):

Michael I. C. Nwogugu

Keyword(s):

Human Computer Interaction ◽

Mutual Fund ◽

Index Arbitrage ◽

Computer Interaction

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Index arbitrage and dynamics between REIT index futures and spot prices

Applied Economics ◽

10.1080/00036846.2016.1229413 ◽

2016 ◽

pp. 1-11

Author(s):

Jian Zhou

Keyword(s):

Index Futures ◽

Spot Prices ◽

Index Arbitrage

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Stock Index Arbitrage in the Turkish Market

Indian Journal of Finance ◽

10.17010/ijf/2015/v9i11/81101 ◽

2015 ◽

Vol 9 (11) ◽

pp. 7

Author(s):

Ronald T. Slivka ◽

Canel Biryol

Keyword(s):

Stock Index ◽

Index Arbitrage

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Stock Index Arbitrage in the Turkish Market

SSRN Electronic Journal ◽

10.2139/ssrn.2689657 ◽

2015 ◽

Author(s):

Ronald T. Slivka ◽

Canel Biryol

Keyword(s):

Stock Index ◽

Index Arbitrage

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TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON-LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS

International Journal of Finance & Economics ◽

10.1002/ijfe.463 ◽

2011 ◽

Vol 18 (2) ◽

pp. 175-187 ◽

Cited By ~ 1

Author(s):

Juan Tao ◽

Christopher J. Green

Keyword(s):

Cointegration Analysis ◽

Threshold Cointegration ◽

Transactions Costs ◽

Linear Dynamics ◽

Non Linear ◽

Index Arbitrage

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Index Arbitrage

10.1007/springerreference_1689 ◽

2011 ◽

Keyword(s):

Index Arbitrage

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Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand

SSRN Electronic Journal ◽

10.2139/ssrn.1915282 ◽

2011 ◽

Cited By ~ 1

Author(s):

Satjaporn Tungsong ◽

Gun Srijuntongsiri

Keyword(s):

Pricing Efficiency ◽

Index Arbitrage ◽

Futures Pricing

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Index Arbitrage and Refresh Time Bias in Covariance Estimation

SSRN Electronic Journal ◽

10.2139/ssrn.1985254 ◽

2011 ◽

Author(s):

Dale W. R. Rosenthal ◽

Jin Zhang

Keyword(s):

Covariance Estimation ◽

Index Arbitrage

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Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets

Emerging Markets Finance and Trade ◽

10.2753/ree1540-496x460504 ◽

2010 ◽

Vol 46 (5) ◽

pp. 48-66 ◽

Cited By ~ 8

Author(s):

Janchung Wang

Keyword(s):

Futures Markets ◽

Short Selling ◽

Index Futures ◽

Index Arbitrage

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