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Arbitrage
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Index Spot-Futures Arbitrage: Evidence from Examining S&P 500 Index and SPDR ETF
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Year
Spring 2021
1
School
Emory College
1
Department
Economics
1
Degree
B.A.
1
Submission Type
Honors Thesis
1
Research Field
Economics, Finance
1
Economics, Theory
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Committee
Caroline Fohlin, Emory University
1
Elena Pesavento, Emory University
1
Le Chen, Emory University
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Keyword
Arbitrage
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1
Futures
1
Mispricing
1
Option pricing
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S&P 500
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