Brooklyn, NY 11201
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
in Total Papers Downloads
in Total Papers Citations
stock index futures, china, ETF, arbitrage, CSI 300
India futures, single stock futures, arbitrage, zero arbitrage band, futures fair value, price discovery, NIFTY index futures
Securities Transaction Tax, STT, India futures, single stock futures, arbitrage, zero arbitrage band, India, forward arbitrage
China, stock index futures, arbitrage, hedging, index fund, CSI300
Covered Call, ETF, NIFTY, India, BRIC
Trend Following, Algorithms, Nifty Index, India, Technical Analysis
Futures, Arbitrage, Stock Index Futures, Turkey, BIST 30, Fair Value, Price Discovery
India, Nifty, Nifty VIX, Implied Volatility, Volatility Clustering, Fourier Analysis
frontier markets, derivatives, survey, emerging markets, futures, options, ETFs, contract for differences
Nifty, Nifty VIX, Fourier Analysis, Calendar Effects, Implied Volatility
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.656 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you