Trading volatility spreads: a test of index option market efficiency
| Year of publication: |
2000
|
|---|---|
| Authors: | Poon, Ser-Huang ; Peter, F. Pope |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 6.2000, 2, p. 235-260
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005693136