An option theoretic approach to market efficiency
Rajeev R. Bhattacharya
| Year of publication: |
2019
|
|---|---|
| Authors: | Bhattacharya, Rajeev R. |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 14.2019, 4, p. 1-21
|
| Subject: | Market efficiency | short sales costs | short sales constraints | options | put-callparity | implied volatility | volume | investor dispersion | transaction costs | market makers | market capitalization | analysts | Fama-French factors | institutional ownership | Effizienzmarkthypothese | Efficient market hypothesis | Transaktionskosten | Transaction costs | Optionsgeschäft | Option trading | Leerverkauf | Short selling | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495219500180 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226607