The impact of execution delay on the profitability of put-call-futures trading strategies—Evidence from Taiwan.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 4, p. 361, doi. 10.1002/fut.20245
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 4
Results: 4
1
2
The pricing of electricity futures: Evidence from the European energy exchange.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 4, p. 387, doi. 10.1002/fut.20246
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- Publication type:
- Article
3
On inverse carrying charges and spatial arbitrage.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 4, p. 305, doi. 10.1002/fut.20249
- By:
- Publication type:
- Article
4
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 4, p. 337, doi. 10.1002/fut.20251
- By:
- Publication type:
- Article