مرکز منطقه ای اطلاع رساني علوم و فناوري - Efficiency in index options markets and trading in stock baskets

Title of article :

Efficiency in index options markets and trading in stock baskets

Author/Authors :

Lucy F. Ackert، نويسنده , , Yisong S. Tian، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

1607

To page :

1634

Keywords :

Index options , No-arbitrage conditions , Market efficiency

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193300

Link To Document :