The Effect of Stock Market Indexing on Option Price Efficiency
Year of publication: |
[2023]
|
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Authors: | Chang, Eric C. ; Ge, Li ; Lin, Tse-Chun ; Ma, Xiaorong |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Aktienindex | Stock index | Börsenkurs | Share price | Index-Futures | Index futures | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4438852 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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