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: | M. Sc. |
| Program: | Administration |
| Department (as was): | Faculty of Commerce and Administration |
| Date: | 1994 |
| Thesis Supervisor(s): | Park, Tae |
| Identification Number: | HG 6043 A38 1994 |
| ID Code: | 3398 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 19:27 |
| Last Modified: | 20 Oct 2022 16:27 |
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