Does fundamental value run asset price formation process? : evidence from option price information content
Abderrahmen Aloulou, Siwar Ellouze
| Year of publication: |
July 2017
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|---|---|
| Authors: | Aloulou, Abderrahmen ; Ellouze, Siwar |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 4, p. 255-268
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| Subject: | rational expectations | asset price formation process | switching | heterogeneity | option prices information content | Optionspreistheorie | Option pricing theory | Informationswert | Information value | Rationale Erwartung | Rational expectations | Börsenkurs | Share price | CAPM | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0032-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741587