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Lead lag relationships between short term options and the french stock index CAC 40 : the impact of time measurement

Cellier, Alexis - In: Brussels economic review 46 (2003) 2, pp. 65-82

Persistent link: https://www.econbiz.de/10001978331

An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations

Kang, Jangkoo; Chang, Joo Lee; Soon, Hee Lee - In: Journal of emerging market finance 5 (2006) 3, pp. 235-261

Persistent link: https://www.econbiz.de/10003439994

Association of South-East Asian Nations-US stock market associations in and around US 2007-09 financial crisis : an autoregressive distributed lag application for policy implicatio...

Dasgupta, Ranjan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 684-705

Persistent link: https://www.econbiz.de/10011822992

Regulatory Soft Interventions in the Chinese Market : Compliance Effects and Impact on Option Market Efficiency

Hilliard, Jimmy E - 2018

Securities Laws in China are administered by the Chinese Securities Regulatory Commission (CSRC). The CSRC has great flexibility in administering securities laws since the committee represents the will of the state. Under the state-controlled financial system, the CSRC works closely with...

Persistent link: https://www.econbiz.de/10012928586

Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data

Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178

Persistent link: https://www.econbiz.de/10011573174

Put-call parity in Indian stock markets post turmoil settlement

Gupta, Pankaj Kumar - In: Trends economics and management 12 (2018) 32, pp. 49-61

Purpose of the article: Put and call prices have a deterministic relationship for identical options irrespective of the investor dmand. The theoretical put-call parity (PCP) relationship may be analysed to explore the arbitrage opportunity and determine the extent of market efficiency. We have...

Persistent link: https://www.econbiz.de/10012022238