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:
Journal Article
Journal or Publication Title:
European Financial Management
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43417
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
18 Nov 2020 11:38