Put - call parity and cross-markets efficiency in the index options markets : evidence from the Italian market
Year of publication: |
2005
|
---|---|
Authors: | Brunetti, Marianna ; Torricelli, Costanza ; Pantzalis, Christos |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 5, p. 508-532
|
Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Italien | Italy |
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