University of Illinois Urbana-Champaign Academic Units College of Business Bureau of Economic and Business Research Faculty Working Paper - Bureau of Economic and Business Research Empirical evidence on stock index arbitrage : the case of program trading
Empirical evidence on stock index arbitrage : the case of program trading
Finnerty, Joseph E.; Park, Hun Y.
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Title Empirical evidence on stock index arbitrage : the case of program trading Author(s) Finnerty, Joseph E. Park, Hun Y. Issue Date 1987-01 Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1321 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/32603 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:empiricalevidenc1321finn http://www.archive.org/details/empiricalevidenc1321finn Copyright and License Information Copyright January 1987 Board of Trustees University of Illinois.
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