Efficiency of S&P CNX Nifty Index Option of the National Stock Exchange (NSE), India, using Box Spread Arbitrage Strategy
Box spread is a trading strategy in which one simultaneously buys and sells options having the same underlying asset and time to expiration, but different exercise prices. This study examined the efficiency of European style S&P CNX Nifty Index options of National Stock Exchange, (NSE) India by...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Gadjah Mada
2014-09-01
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| Series: | Gadjah Mada International Journal of Business |
| Online Access: | https://jurnal.ugm.ac.id/gamaijb/article/view/5473 |