Pricing and informational efficiency of the MIB30 index options market. An analysis with high-frequency data

Economic Notes

Volumn 33, Issue 2, 2004, Pages 275-321

  Cassese, Gianluca ^a   Guidolin, Massimo ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; PRICE DETERMINATION; STOCK MARKET;

EURASIA; EUROPE; ITALY; SOUTHERN EUROPE;

EID: 6944253382     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2004.00133.x     Document Type: Article

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