The impacts of index options on the underlying stocks : the case of the S&P 100
Year of publication: |
2009
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Authors: | Liu, Shinhua |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 1034-1046
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Subject: | Index-Futures | Index futures | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1982-1984 |
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