Publication: The profitability of an index arbitrage and dynamic relation between mispricing, volume, volatility and open interest in the ISE-30 equity and future indices
Files
Program
Economics
KU-Authors
KU Authors
Co-Authors
Authors
Balaman, Oktay
Advisor
Yalçın, Atakan
Publication Date
2012
Language
English
Type
Thesis
Journal Title
Journal ISSN
Volume Title
Abstract
Description
ix, 34 l. : ill. 30 cm.
Source:
Publisher:
Koç University
Keywords:
Subject
Stock exchanges, Turkey, Capital market, Program trading (Securities)