Do call prices and the underlying stock always move in the same direction?

Gurdip Bakshi; Charles Cao; Zhiwu Chen

Year of publication:	2000
Authors:	Bakshi, Gurdip S. ; Cao, Charles Q. ; Chen, Zhiwu
Published in:	The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 13.2000, 3, p. 549-584
Subject:	Index-Futures \| Index futures \| Aktienindex \| Stock index \| Börsenkurs \| Share price \| Optionspreistheorie \| Option pricing theory \| Schätzung \| Estimation \| Marktmikrostruktur \| Market microstructure \| USA \| United States \| 1994

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