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Does index arbitrage distort the market reaction to shocks?

  1. Author Anatol‘jev, Stanislav Anatol‘jevič, 1969- (Author)
    TitleDoes index arbitrage distort the market reaction to shocks? / Stanislav Anatolyev, Sergei Seleznev, Veronika Selezneva
    Other author Seleznev, Sergei (Author)
    Selezneva, Veronika (Author)
    Issue stat.Prague : CERGE-EI, 2019
    Phys.des.47 stran : ilustrace ; 21 cm
    ISBN978-80-7343-458-8
    978-80-7344-515-7 Kč 200.00
    EditionWorking paper series, ISSN 1211-3298 ; 651
    Series/heading Working paper series (CERGE-EI)
    NoteObsahuje bibliografii a bibliografické odkazy
    Language noteČeské a anglické resumé
    Subj. Headings kapitálové trhy * modelování a simulace
    Form, Genre studie
    Conspect336.7 - Finance
    UDC336.76 * 519.86/.87 * (048.8)
    CountryCzech Republic
    LanguageEnglish
    Copy count1, currently available 1
    OwnerKladno SVK
    Doc. KindMonographies, maps
    View book information on page www.obalkyknih.cz
    Call numberLocationSublocationInfo
    J 390762Půjčovna literaturymístní sklad

Number of the records: 1  

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