The S&P 500 index inclusion effect : evidence from the options market
Year of publication: |
2024
|
---|---|
Authors: | Coakley, Jerry ; Dotsis, George ; Kourtis, Apostolos ; Psychoyios, Dimitris |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 1157-1171
|
Subject: | historical beta | implied beta | index inclusion effect | Betafaktor | Beta risk | Aktienindex | Stock index | Optionsgeschäft | Option trading | Index-Futures | Index futures |
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