Put-call parity and the informational efficiency of the German DAX-index options market

International Review of Financial Analysis

Volumn 9, Issue 3, 2000, Pages 259-279

  Mittnik, Stefan ^a   Rieken, Sascha ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

European options; Ex ante test; G13; G14; Market efficiency; Options Markets; Put call parity

Indexed keywords

EID: 0009134411     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(99)00024-1     Document Type: Article

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