Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Year of publication: |
2019
|
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Authors: | Liu, Dehong ; Qiu, Qi ; Hughen, J. Christopher ; Lung, Peter P. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 557-571
|
Subject: | Conditional information flow | Informed trading | Option market inefficiency | Price disagreement | Price discovery process | Reversion to efficiency | Optionsgeschäft | Option trading | Börsenkurs | Share price | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Asymmetrische Information | Asymmetric information |
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