Does market efficiency matter for Shanghai 50 ETF index options?
Ariful Hoque, Thi Le, Morshadul Hasan, Mohammad Zoynul Abedin
| Year of publication: |
2024
|
|---|---|
| Authors: | Hoque, Ariful ; Le, Thi ; Hasan, Morshadul ; Abedin, Mohammad Zoynul |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 2, Art.-No. 102129, p. 1-9
|
| Subject: | Index options | Options market efficiency | Put-call parity | SSE 50 ETF market efficiency | Trading strategy | Effizienzmarkthypothese | Efficient market hypothesis | Index-Futures | Index futures | Optionsgeschäft | Option trading | Indexderivat | Index derivative | Shanghai | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451551