Pricing and informational efficiency of the MIB30 index options market : an analysis with high-frequency data
Gianluca Cassese; Massimo Guidolin
| Year of publication: |
2004
|
|---|---|
| Authors: | Cassese, Gianluca ; Guidolin, Massimo |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 2, p. 275-321
|
| Subject: | Index-Futures | Index futures | Informationseffizienz | Informational efficiency | Finanzanalyse | Financial analysis | Effizienzmarkthypothese | Efficient market hypothesis | Italien | Italy |
| 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/10003690331