An examination of the lead/lag relationship between the option market and the stock market : where do we stand?
Year of publication: |
2000
|
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Authors: | Hentze, Staffan ; Seiler, Michael J. |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 39.2000, 1, p. 35-48
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Subject: | Optionsgeschäft | Option trading | Aktienmarkt | Stock market | Lag-Modell | Lag model | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis |
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