Similar Search Results

Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10001500108

Lower-boundary violations and market efficiency : evidence from the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - 1999

Persistent link: https://www.econbiz.de/10001410538

Put-call parity and the informational efficiency of the German DAX-index option market

Mittnik, Stefan - 1996

Persistent link: https://www.econbiz.de/10001410598

Lower-boundary Violations and Market Efficiency: Evidence from the German DAX-index Options Market

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10006838403

Put-call parity and the informational efficiency of the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-280

Persistent link: https://www.econbiz.de/10007176450

Lower‐boundary violations and market efficiency: Evidence from the German DAX‐index options market

Mittnik, Stefan; Rieken, Sascha - In: Journal of Futures Markets 20 (2000) 5, pp. 405-424

The informational efficiency of the market for options on the German stock index DAX is examined using intraday transactions data. Problems of previous studies on options‐market efficiency, arising from dividend estimation and the early‐exercise effect, are avoided, because the DAX is a...

Persistent link: https://www.econbiz.de/10011197613