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This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010861470
This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010905215
This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010905392
This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010706471
This paper examines the determinants of the time it takes for an index options marketto be brought back to efficiency after put-call parity deviations, using intraday transactionsdata from the French CAC 40 index options over the August 2000 – July 2001 period. Weaddress this issue through...
Persistent link: https://www.econbiz.de/10010707349
This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010708908
attrition rates, especially in developing countries where rural–urban migration is prevalent. In this paper, we discuss the … rate of 78.8 percent, more than halving attrition compared to a standard dwelling-based follow-up rule. The tracking … and follow-up of individuals, without which attrition is likely to remain a source of bias even after a tracking procedure …
Persistent link: https://www.econbiz.de/10011166515
This paper examines the determinants of the time it takes for an index options market to return to no arbitrage values after put-call parity deviations, using intraday transactions data from the French index options market. We employ survival analysis to characterize how limits to arbitrage...
Persistent link: https://www.econbiz.de/10010905044
This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 - July 2001 period. We address this issue through...
Persistent link: https://www.econbiz.de/10010706903
on a representative sample of 2000 households. Using event history data and very detailed information on social networks …
Persistent link: https://www.econbiz.de/10010720295