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The profitability of an index arbitrage and dynamic relation between mispricing, volume, volatility and open interest in the ISE-30 equity and future indices

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dc.contributor.advisorYalçın, Atakan
dc.contributor.advisorid0000-0002-0939-9236
dc.contributor.authorBalaman, Oktay
dc.contributor.instituteKoç University Graduate School of Social Sciences and Humanities
dc.contributor.programEconomics
dc.contributor.yokid179934
dc.date.accessioned2024-11-09T22:29:28Z
dc.date.issued2012
dc.descriptionix, 34 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5524
dc.keywordsMispricing
dc.keywordsCash and carry model
dc.keywordsVector auto regression (VAR)
dc.keywordsImpulse response function
dc.languageEnglish
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectStock exchanges, Turkey
dc.subjectCapital market
dc.subjectProgram trading (Securities)
dc.thesis.degreeMaster's Degree
dc.thesis.grantorİstanbul
dc.titleThe profitability of an index arbitrage and dynamic relation between mispricing, volume, volatility and open interest in the ISE-30 equity and future indices
dc.typeThesis
dspace.entity.typePublication
relation.isAdvisorOfThesis70330536-541b-418b-aec3-f36122997532
relation.isAdvisorOfThesis.latestForDiscovery70330536-541b-418b-aec3-f36122997532

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