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:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43417
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 17:59
Refereed?: Yes
Published?: Published
Last Modified: 22 Jun 2019 03:46
URI: https://eprints.lancs.ac.uk/id/eprint/43417

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