Vikram Shah

New York University (NYU) - NYU Polytechnic School of Engineering

Brooklyn, NY 11201

United States

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Arbitrage of Single Stocks Versus Futures in India

Number of pages: 12 Posted: 03 Nov 2011 Last Revised: 08 Feb 2012
Ronald T. Slivka, Vikram Shah and Jiawei Wu
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, New York University (NYU) - NYU Polytechnic School of Engineering and New York University (NYU) - NYU Polytechnic School of Engineering
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Abstract:

India futures, single stock futures, arbitrage, zero arbitrage band, futures fair value, price discovery, NIFTY index futures