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Hedging effectiveness and pricing of stock index futures in the presence of index participation units

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Hedging effectiveness and pricing of stock index futures in the presence of index participation units

Akkaoui, Sami (1994) Hedging effectiveness and pricing of stock index futures in the presence of index participation units. Masters thesis, Concordia University.

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Abstract

Investigates whether the introduction of the Toronto Index Participation Units (TIPs) have made the Toronto futures market more efficient. Focuses on the hedging and mispricing of futures contracts.

Divisions:Concordia University > John Molson School of Business
Item Type:Thesis (Masters)
Authors:Akkaoui, Sami
Pagination:v, 68, [2] leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.Admin.)
Program:Faculty of Commerce and Administration
Date:1994
Thesis Supervisor(s):Park, Tae
ID Code:3398
Deposited By: Concordia University Libraries
Deposited On:27 Aug 2009 19:27
Last Modified:08 Dec 2010 15:32
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