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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.departmentGraduate School of Social Sciences and Humanities
dc.contributor.kuauthorBalaman, Oktay
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:29:28Z
dc.date.issued2012
dc.format.extentix, 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.language.isoeng
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.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
local.contributor.kuauthorBalaman, Oktay
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