Cross-market efficiency in the Indian derivatives market: A test of put–call parity.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 9, p. 889, doi. 10.1002/fut.20325
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 9
Results: 4
1
2
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 9, p. 815, doi. 10.1002/fut.20336
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- Publication type:
- Article
3
Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 9, p. 871, doi. 10.1002/fut.20341
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- Publication type:
- Article
4
The impact of return nonnormality on exchange options.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 9, p. 845, doi. 10.1002/fut.20348
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- Publication type:
- Article