%0 Report %T Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data %+ Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) %A Chesney, Marc %A Gibson, Rajna %A Loubergé, Henri %Z Cahier de Recherche de l'Université de Genève %8 1995 %D 1995 %K Arbitrage Trading %K Index Option Trading %K Soffex %K Daily Data %K Intradaily Data %Z Humanities and Social Sciences/Economics and Finance/domain_shs.eco.ecoReports %G English %L hal-00607604 %U https://hec.hal.science/hal-00607604 %~ SHS %~ HEC %~ CNRS %~ AO-ECONOMIE %~ LARA