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

Yalçın, AtakanBalaman, Oktay2024-11-092012https://hdl.handle.net/20.500.14288/5524ix, 34 l. : ill. 30 cm.restrictedAccessStock exchanges, TurkeyCapital marketProgram trading (Securities)The profitability of an index arbitrage and dynamic relation between mispricing, volume, volatility and open interest in the ISE-30 equity and future indicesThesis© All Rights Reserved. Accessible to Koç University Affiliated Users Only!