Informational efficiency of implied volatilities of S&P CNX Nifty index options : a study in Indian securities market
Year of publication: |
2010
|
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Authors: | Dixit, Alok ; Yadav, Surendra S. ; Jain, Pramod Kumar |
Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 7.2010, 1, p. 32-57
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Subject: | Aktienmarkt | Stock market | Aktienoption | Stock option | Volatilität | Volatility | Informationseffizienz | Informational efficiency | Indien | India | 2001-2007 |
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