Bid-ask spread and arbitrage profitability
Subtitle: a study of the Hong Kong index futures and optionsmarket
By: Kee-Hong Bae, Kalok Chan, Yan-Leung Cheung.
Contributors: Chan, Kalok.; Cheung, Yan-Leung.; City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Departmentof Economics and Finance) -- no.79
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1996
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 40
Subjects: Options (Finance) -- Hong Kong.; Arbitrage -- Hong Kong.
Notes: Includes bibliographical references (p17-18).