Is there price discovery in equity options?
Dmitriy Muravyev; Neil D. Pearson; John Paul Broussard
| Year of publication: |
2013
|
|---|---|
| Authors: | Muravyev, Dmitriy ; Pearson, Neil D. ; Broussard, John Paul |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 2, p. 259-283
|
| Subject: | Price discovery | Equity options | Market microstructure | Put-call parity | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Marktmikrostruktur | Optionsgeschäft | Option trading | Aktienoption | Stock option | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719741