Efficiency in index options markets and trading in stock baskets
Lucy F. Ackert; Yisong S. Tian
| Year of publication: |
2001
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|---|---|
| Authors: | Ackert, Lucy F. ; Tian, Yisong Sam |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 9, p. 1607-1634
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| Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing | Effizienz | Efficiency | Aktienindex | Stock index | Theorie | Theory | USA | United States | 1992-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001603569