A box spread test of the SET50 index options market efficiency : evidence from the Thailand futures exchange
Woradee Jongadsayakul
| Year of publication: |
2016
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|---|---|
| Authors: | Woradee Jongadsayakul |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1744-1749
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| Subject: | Market Efficiency | Index Options | Box Spreads | Effizienzmarkthypothese | Efficient market hypothesis | Index-Futures | Index futures | Thailand | Geld-Brief-Spanne | Bid-ask spread | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775364