AN EMPIRICAL-INVESTIGATION OF THE EOE GOLD OPTIONS MARKET

被引：5

作者：

BALL, CA

TOROUS, WN

TSCHOEGL, AE

机构：

来源：

JOURNAL OF BANKING & FINANCE | 1985年 / 9卷 / 01期

关键词：

D O I：

10.1016/0378-4266(85)90064-0

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：101 / 113

页数：13

共 19 条

[1]

ANDERS G, 1982, WALL STREET J 0322, P14

[2] TRANSACTIONS DATA TESTS OF EFFICIENCY OF THE CHICAGO-BOARD-OPTIONS-EXCHANGE [J].

BHATTACHARYA, M .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (02) :161-185

[3] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[4] VALUATION OF AMERICAN PUT OPTIONS [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

JOURNAL OF FINANCE, 1977, 32 (02) :449-462

[5]

CAMERER C, 1982, FINANCIAL ANAL J, V38, P62

[6] INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY [J].

CHIRAS, DP ;

MANASTER, S .

JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :213-234

[7]

FIGLEWSKI S, 1982, REV RES FUTURES MARK, V1, P91

[8] EMPIRICAL TESTS OF BOUNDARY-CONDITIONS FOR CBOE OPTIONS [J].

GALAI, D .

JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :187-211

[9]

HOAG JW, 1982, UNPUB VALUATION COMM

[10]

HOAG JW, 1971, UNPUB COMP INTEREST

← 1 2 →