Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Tanuj Nandan, Puja Agrawal
| Year of publication: |
2018
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|---|---|
| Authors: | Nandan, Tanuj ; Agrawal, Puja |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 20.2018, 4, p. 485-502
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| Subject: | derivatives | put-call parity | PCP | no-arbitrage | index options | CNX Nifty | pricing efficiency | mispricing | error estimates | non-parametric tests | moneyness | Indien | India | Index-Futures | Index futures | Optionsgeschäft | Option trading | Börsenhandel | Stock exchange trading | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2018.092765 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012126516