The market efficiency analysis of China’s copper options based on risk-free arbitrages
Year of publication: |
2024
|
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Authors: | Zhang, Huiming ; Ma, Zhen ; Qian, Siji |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 15, p. 1834-1862
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Subject: | Boundary arbitrage | Box spread arbitrage | China’s copper options market | Market efficiency | Put-call-future parity | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | China | Kupfer | Copper | Arbitrage Pricing | Arbitrage pricing |
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