A test of rational expectations in the index options market
Giovanni Barone-Adesi and Randall Morck
| Year of publication: |
1991
|
|---|---|
| Authors: | Barone-Adesi, Giovanni |
| Other Persons: | Morck, Randall (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 5.1991, p. 137-147
|
| Subject: | Index-Futures | Index futures | CAPM | Rationale Erwartung | Rational expectations | USA | United States | 1983-1988 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001123292