## Abstract This study examines the cross‐market efficiency of the Indian options and futures market using model‐free tests. The put–call–futures and put–call–index parity conditions are tested for European style Nifty Index options. Thirty‐five‐month time‐stamped transactions data are used to iden
Efficiency tests in the French derivatives market
✍ Scribed by Chun I. Lee; Kimberly C. Gleason; Ike Mathur
- Book ID
- 117529214
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 987 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
any traders in futures markets believe in the predictive power of technical ' W e say that t, is a Martingale Difference if c I = XI -EIX, I I l -i l whtvr I, -I is the informalion set available at the time t -1. In [his sensr, the error terms c, form a srqurnw of U I Icorrelated random variables.
The Spanish futures markets, the MEFF RENTA FIJA, and the MEFF RENTA VARIABLE, are among the fast-growing futures markets in the world. These markets are known for their cutting-edge technological innovations related to trading, providing information, clearing, and settlement. The growing importance