Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index"
written by Elmar Steurer, Ernst J. Fahling, Jiali Du,
published by Journal of Financial Risk Management, Vol.11 No.1, 2022

has been cited by the following article(s):

[1]	The market efficiency analysis of China's copper options based on risk-free arbitrages
	Applied Economics, 2024

[2]	European Options and Fixed Cost Spreads
	Theoretical Economics Letters, 2023

[3]	A Meta-analysis of the efficiency of options market and the arbitrage strategies
	Financial Research Journal, 2022

[4]	فراتحلیلی بر کارایی بازار قراردادهای اختیار و استراتژی‌های آربیتراژ‎
	تحقیقات مالی, 2022

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[1]	The market efficiency analysis of China’s copper options based on risk-free arbitrages Applied Economics, 2024 DOI:10.1080/00036846.2023.2301221

[2]	The market efficiency analysis of China’s copper options based on risk-free arbitrages Applied Economics, 2024 DOI:10.1080/00036846.2023.2301221