The impacts of index options on the underlying stocks : the case of the S&P 100
Shinhua Liu
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Shinhua |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 1034-1046
|
| Subject: | Index-Futures | Index futures | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1982-1984 |
| 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/10003873836