Does fundamental value run asset price formation process? : evidence from option price information content
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 | Informationswert | Information value | Rationale Erwartung | Rational expectations | Optionspreistheorie | Option pricing theory | CAPM | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information |
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