The predictive ability of stock prices implied in option premia
Year of publication: |
1990
|
---|---|
Authors: | Kumar, Raman |
Other Persons: | Shastri, Kuldeep (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 4.1990, p. 165-176
|
Subject: | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | CAPM | Derivat | Derivative | USA | United States | 1977-1978 |
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