Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand

2011 ◽  
Author(s):  
Satjaporn Tungsong ◽  
Gun Srijuntongsiri
Keyword(s):  
Pricing Efficiency ◽  
Index Arbitrage ◽  
Futures Pricing

scholarly journals Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market

2018 ◽  
Vol 53 (4) ◽  
pp. 1135-1163 ◽  
Author(s):  
Sunil S. Poshakwale ◽  
Jude W. Taunson ◽  
Anandadeep Mandal ◽  
Michael Theobald
Keyword(s):  
Pricing Efficiency ◽  
Futures Pricing

Decimalization, ETFs and futures pricing efficiency

2009 ◽  
Vol 29 (2) ◽  
pp. 157-178 ◽  
Author(s):  
Wei-Peng Chen ◽  
Robin K. Chou ◽  
Huimin Chung
Keyword(s):  
Pricing Efficiency ◽  
Futures Pricing

scholarly journals Decimalization and the ETFs and Futures Pricing Efficiency

2007 ◽  
Author(s):  
Wei-Peng Chen ◽  
Robin K. Chou ◽  
Huimin Chung
Keyword(s):  
Pricing Efficiency ◽  
Futures Pricing

REIT Pricing Efficiency; Should Investors Still Be Concerned?

1996 ◽  
Vol 12 (2) ◽  
pp. 397-412 ◽  
Author(s):  
Below Scott ◽  
Kiely Joseph ◽  
McIntosh Willard
Keyword(s):  
Pricing Efficiency
Sign in / Sign up

Export Citation Format

Share Document