Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Year of publication: |
2014
|
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Authors: | Nandan, Tanuj ; Agrawal, Puja |
Published in: |
Global review of business and economic research. - New Delhi : Serials Publ., ISSN 0973-127X, ZDB-ID 2402714-5. - Vol. 10.2014, 2, p. 135-152
|
Subject: | put-call parity | index options | pricing efficiency | non-parametric tests | moneyness | days to expiry | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Indien | India | Börse | Bourse | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading | Volatilität | Volatility |
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