@techreport{chesney:hal-00607604, TITLE = {{Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data}}, AUTHOR = {Chesney, Marc and Gibson, Rajna and Louberg{\'e}, Henri}, URL = {https://hec.hal.science/hal-00607604}, NOTE = {Cahier de Recherche de l'Universit{\'e} de Gen{\`e}ve}, YEAR = {1995}, KEYWORDS = {Arbitrage Trading ; Index Option Trading ; Soffex ; Daily Data ; Intradaily Data}, HAL_ID = {hal-00607604}, HAL_VERSION = {v1}, }