The lead-lag relationship between stock index options and the stock index market : model, moneyness, and news
Sol Kim; In Joon Kim and Seung Oh Nam
| Year of publication: |
2009
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|---|---|
| Authors: | Kim, Sol ; Kim, In-joon ; Seung Oh Nam |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 5.2009, 3, p. 311-332
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| Subject: | Aktienindex | Stock index | Optionspreistheorie | Option pricing theory | Lag-Modell | Lag model | Kausalanalyse | Causality analysis | Marktmechanismus | Market mechanism | Südkorea | South Korea | 2002-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003935308