Pricing Efficiency in a Thin Market with Competitive Market...

Financial Review 2004 Vol. 39; Iss. 3

Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market

Joseph K. W. Fung, Henry M. K. Mok, Kenneth C. K. Wong
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Volume:
39
Year:
2004
Language:
english
Pages:
20
DOI:
10.1111/j.0732-8516.2004.00083.x
File:
PDF, 119 KB
english, 2004
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