Similar Search Results

Three essays in dynamic economic analysis

Scholz, Sebastian - 2010

Persistent link: https://www.econbiz.de/10003986027

Evidence on inefficiency of the Euribor option market

Kuo, I.-doun; Lin, Yueh-neng - In: Applied financial economics 19 (2009) 10/12, pp. 1009-1017

This article examines the efficiency of the Euro Inter-bank Offered Rate (Euribor) option market based on a constant-volatility option pricing model of Heath et al. (HJM, 1990, 1992) over the period 1 January 2003 to 31 December 2005. Trading mispriced options associated with a riskless hedging...

Persistent link: https://www.econbiz.de/10003856910

Hog options : contractions redesign and market efficiency

Urcola, Hernán A.; Irwin, Scott H. - In: Journal of agricultural and applied economics 42 (2010) 4, pp. 773-790

Persistent link: https://www.econbiz.de/10009375855

Violations of put-call parity for CNX nifty index options : a study at national stock exchange

Nandan, Tanuj; Agrawal, Puja - In: Global review of business and economic research 10 (2014) 2, pp. 135-152

Persistent link: https://www.econbiz.de/10011343197

Hedging efficiency in the Greek options market before and after the financial crisis of 2008

Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18

Persistent link: https://www.econbiz.de/10009728527

Exchange traded funds market reactions to option introduction

Hunsader, Kent; Javine, Victoria; Dickens, Ross N. - In: Banking and finance review 4 (2012) 2, pp. 71-84

Persistent link: https://www.econbiz.de/10009729565

Energy derivatives market dynamics

Bredin, Donal; Ó Ciagáin, Éamonn; Muckley, Cal B. - In: Energy economics and financial markets, (pp. 129-158). 2013

Persistent link: https://www.econbiz.de/10009693306

Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data/ Sobesh Kumar Agarwalla; Joshy Jacob; Ajay Pandey

Agarwalla, Sobesh Kumar; Jacob, Joshy; Pandey, Ajay - 2012

Persistent link: https://www.econbiz.de/10009659254

The information content of alternate implied volatility models : case of Indian markets

Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321

Persistent link: https://www.econbiz.de/10010360587

Trading breaks and asymmetric information : the option markets

Kaplanski, Guy; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 390-404

Persistent link: https://www.econbiz.de/10011544034