A study on the efficiency of option markets : short-term vesus long-term : an implied volatility approach
Guan Jun Wang, Mazhar M. Islam and Michele Bonollo
| Year of publication: |
2014
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|---|---|
| Authors: | Wang, Guan Jun ; Islam, Mazhar M. ; Bonollo, Michele |
| Published in: |
Global review of business and economic research. - New Delhi : Serials Publ., ISSN 0973-127X, ZDB-ID 2402714-5. - Vol. 10.2014, 1, p. 111-119
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| Subject: | Option | Market efficiency | Implied volatility | Volatilität | Volatility | Optionsgeschäft | Option trading | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | 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/10010438435