Gun Srijuntongsiri

Sirindhorn International Institute of Technology, Thammasat University

Lecturer

Thailand

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Scholarly Papers (1)

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Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37 Posted: 23 Aug 2011 Last Revised: 15 Dec 2011
Sachapon Tungsong and Gun Srijuntongsiri
Thammasat University - Thammasat Business School and Sirindhorn International Institute of Technology, Thammasat University
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Abstract:

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Index arbitrage, Liquidity, Exchange-traded fund, Index futures, Stock Exchange of Thailand