Information content of implicit spot prices embedded in single stock future prices : evidence from Indian market
Rajesh Pathak, Thanos Verousis, Yogesh Chauhan
| Year of publication: |
August 2017
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|---|---|
| Authors: | Pathak, Rajesh ; Verousis, Thanos ; Chauhan, Yogesh |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 16.2017, 2, p. 169-187
|
| Subject: | Derivatives | single-stock-futures | cost-of-carry | pricing error | informed trading | Indien | India | Derivat | Derivative | Börsenkurs | Share price | Informationswert | Information value | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972652717712373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875593