Noise, equity prices, and hedging : a new approach
Mark Bertus; Jonathan Godbey; Christoph Hinkelmann; James W. Mahar
| Year of publication: |
2008
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|---|---|
| Authors: | Bertus, Mark ; Godbey, Jonathan ; Hinkelmann, Christoph ; Mahar, James W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 886-902
|
| Subject: | Noise Trading | Noise trading | Eigenkapital | Equity capital | Aktienindex | Stock index | Index-Futures | Index futures | Hedging | Volatilität | Volatility | USA | United States | 1998-2003 |
| 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/10003792315