𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Empirical tests of efficiency of the Italian index options market

✍ Scribed by Laura Cavallo; Paolo Mammola

Book ID
117628087
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
145 KB
Volume
7
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Empirical tests of the efficiency of the
Empirical tests of the efficiency of the currency futures options market
✍ Joseph P. Ogden; Alan L. Tucker πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 425 KB πŸ‘ 1 views

his study investigates empirically the efficiency of the currency futures T options market, Synchronous transactions data are used to test six arbitrage pricing conditions applicable to American futures options. Results support market efficiency for the period studied; few violations of these condit

Empirical tests of real estate market ef
Empirical tests of real estate market efficiency
✍ Karl L. Guntermann; Stefan C. Norrbin πŸ“‚ Article πŸ“… 1991 πŸ› Springer US 🌐 English βš– 915 KB

Recent empirical research using real estate data has supported the weak and semi-strong forms of the efficient markets hypothesis. Previous studies have not included an estimate of expected appreciation into the tests of market efficiency, thus raising a question about the reliability of the results