An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark and O'Brien, Fergal
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Shackleton, Mark B. (contributor) ; O'Brien, Fergal (contributor) |
| Publisher: |
Lancaster : LUMS |
| Subject: | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Theorie | Theory | CAPM |
| Extent: | Online-Ressource, 389 KB, text |
|---|---|
| Series: | Working papers / Lancaster University Management School. - Lancaster, ZDB-ID 2440848-7. - Vol. 2004/050 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 09-03-05 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002625331