Option prices aas predictors of stock prices : intraday adjustments to information releases
Year of publication: |
1997
|
---|---|
Authors: | Varson, Paula L. |
Other Persons: | Selby, Michael J. P. (contributor) |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 1, p. 49-72
|
Subject: | Optionsgeschäft | Option trading | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory |
-
Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter, (1996)
-
Zum Preiszusammenhang zwischen Kassa- und Futuresmärkten : der Einfluß der Glattstellungsoption
Kempf, Alexander, (1996)
-
On bounding option prices in Paretian stable markets
Popova, Ivilina, (1998)
- More ...
-
Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market
Switzer, Lorne N., (2000)
-
Capital Structure and the Ex-Dividend Day Return
French, Dan W., (2005)
-
The search for evidence of chaos in FTSE-100 daily returns
Varson, Paula L., (1995)
- More ...