Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?
Wei-peng Chen; Huimin Chung
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Wei-peng ; Chung, Huimin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 7, p. 683-711
|
| Subject: | Indexderivat | Index derivative | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility |
| 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/10009554762