Showing 41 - 50 of 244
Persistent link: https://www.econbiz.de/10004775512
Persistent link: https://www.econbiz.de/10004832641
Persistent link: https://www.econbiz.de/10004901371
Persistent link: https://www.econbiz.de/10004944616
Persistent link: https://www.econbiz.de/10009346074
Persistent link: https://www.econbiz.de/10009884376
Persistent link: https://www.econbiz.de/10011202747
Persistent link: https://www.econbiz.de/10011202821
Persistent link: https://www.econbiz.de/10011202859
This study tests the relative prices of exchange traded puts and calls. Some evidence of violation of the parity conditions are found, particularly in the period immediately prior to expiry of the options and in instances where the exercise price exceeds the market price of the underlying stock....
Persistent link: https://www.econbiz.de/10010769528