Pricing and Informational Efficiency of the Mib30 Index Options Market. An Analysis with High Frequency Data
Year of publication: |
[2007]
|
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Authors: | Cassese, Gianluca |
Other Persons: | Guidolin, Massimo (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 31, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.430580 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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