The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures
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DOI: 10.1007/s10690-024-09469-4
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More about this item
Keywords
Arbitrage; Efficiency; Globalization; Mispricing; Profitability;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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