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

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

Citations

"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

Top

[1]	Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets Journal of Risk and Financial Management, 2026 DOI:10.3390/jrfm19010091

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