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Trading volatility spreads: a test of index option market efficiency

Poon, S and Pope, P F (2000) Trading volatility spreads: a test of index option market efficiency. European Financial Management, 6 (2). pp. 235-260. ISSN 1354-7798

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Item Type: Article
Journal or Publication Title: European Financial Management
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43417
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:59
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:47
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43417

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