@techreport{chesney:hal-00602719, TITLE = {{Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data}}, AUTHOR = {Chesney, Marc and Louberg{\'e}, Henri and Gibson, Rajna}, URL = {https://hec.hal.science/hal-00602719}, NOTE = {Cahier de Recherche du Groupe HEC Paris, n{\textdegree} 570}, YEAR = {1996}, KEYWORDS = {Arbitrage Trading ; Index Option Trading ; Soffex}, HAL_ID = {hal-00602719}, HAL_VERSION = {v1}, }