๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The individual investor in the market: Forming a belief regarding market efficiency

โœ Scribed by Robert M. Peevey; Gene C. Uselton; John R. Moroney


Book ID
116173670
Publisher
Elsevier Science
Year
1993
Weight
679 KB
Volume
2
Category
Article
ISSN
1057-0810

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Cross-market efficiency in the Indian de
โœ Vipul ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 149 KB

## Abstract This study examines the crossโ€market efficiency of the Indian options and futures market using modelโ€free tests. The putโ€“callโ€“futures and putโ€“callโ€“index parity conditions are tested for European style Nifty Index options. Thirtyโ€fiveโ€month timeโ€stamped transactions data are used to iden