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Does index arbitrage distort the market reaction to shocks?
Author Anatol‘jev, Stanislav Anatol‘jevič, 1969- (Author) Title Does 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 ISBN 978-80-7343-458-8 978-80-7344-515-7 Kč 200.00 Edition Working paper series, ISSN 1211-3298 ; 651 Series/heading Working paper series (CERGE-EI) Note Obsahuje bibliografii a bibliografické odkazy Language note České a anglické resumé Subj. Headings kapitálové trhy * modelování a simulace Form, Genre studie Conspect 336.7 - Finance UDC 336.76 * 519.86/.87 * (048.8) Country Czech Republic Language English Copy count 1, currently available 1 Owner Kladno SVK Doc. Kind Monographies, maps Call number Location Sublocation Info J 390762 Půjčovna literatury místní sklad
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