Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market

Joseph K.W. Fung, Henry M.K. Mok, Kenneth C.K. Wong

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market'. Together they form a unique fingerprint.

Economics, Econometrics and Finance