The lead-lag relationship between stock index options and the stock index market: Model, moneyness, and news
Year of publication: |
2009
|
---|---|
Authors: | Kim, Sol ; Kim, In Joon ; Nam, Seung Oh |
Published in: |
International Journal of Managerial Finance. - Emerald Group Publishing. - Vol. 5.2009, July, 3, p. 311-332
|
Publisher: |
Emerald Group Publishing |
Subject: | Options markets | Stochastic processes | Stock markets | Stock prices |
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