Empirical Evidence on Put-Call Parity in Australia: A Reconciliation and Further Evidence

Australian Journal of Management

Volumn 17, Issue 1, 1992, Pages 11-19

  Brown, R L ^a   Easton, S A ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

DATA COLLECTION PROCEDURES; PUT CALL PARITY

Indexed keywords

EID: 84976923205     PISSN: 03128962     EISSN: 13272020     Source Type: Journal    
DOI: 10.1177/031289629201700102     Document Type: Article

References (7)

1. Brown, R.L. and S.A. Easton, 1991, Put-call parity in Australia: a review and some further evidence, Discussion Paper 8/91, Department of Accounting and Finance, Monash University, Clayton.
2. Brown, R.L. and T.J. Shevlin, 1983a, Modelling option prices in Australia using the Black-Scholes model, Australian Journal of Management, 8, 1–20.
3. Brown, R.L. and T.J. Shevlin, 1983b, Stock market efficiency and price predictions implicit in option trading, Australian Journal of Management, 8, 71–93.
4. Cox, J.C. and M. Rubinstein, 1985, Options Markets (Englewood Cliffs, Prentice-Hall).
5. Gray, S.F., 1989, Put-call parity: an extension of boundary conditions, Australian Journal of Management, 14, 151–169.
6. Loudon, G.F., 1988, Put-call parity: evidence from the Big Australian, Australian Journal of Management, 13, 53–67.
7. Taylor, S.L., 1990, Put-call parity: evidence from the Australian Options Market, Australian Journal of Management, 15, 203–216.