Information content of derivatives under varying market conditions and moneyness : the case of S&P CNX Nifty Index options
Rajesh Pathak; Kaushik Bhattacharjee; Nagi Reddy V.
| Year of publication: |
2015
|
|---|---|
| Authors: | Pathak, Rajesh ; Bhattacharjee, Kaushik ; Reddy, Nagi |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 16.2015, 2, p. 281-302
|
| Subject: | Information content | options | moneyness | price-discovery | trading value ratio | Optionsgeschäft | Option trading | Derivat | Derivative | Informationswert | Information value | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| 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/10011408718