"Index Arbitrage with Heterogeneous Investors: A Smooth Transition Error Correction Analysis" by Yiuman Tse

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Index Arbitrage with Heterogeneous Investors: A Smooth Transition Error Correction Analysis

Journal of Banking and Finance (2001)

Yiuman Tse, University of Missouri-St. Louis

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Business

Publication Date

2001

Citation Information

Yiuman Tse. "Index Arbitrage with Heterogeneous Investors: A Smooth Transition Error Correction Analysis" Journal of Banking and Finance Vol. 25 (2001) p. 1829 - 1855
Available at: http://works.bepress.com/yiuman-tse/77/