Efficiency Tests of the Foreign Currency Options Market-Reference-Cited by-同舟云学术

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Efficiency Tests of the Foreign Currency Options Market

Published:1986-03 Issue:1 Volume:41 Page:151-162
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BODURTHA JAMES N.,COURTADON GEORGES R.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1986.tb04496.x/fullpdf

Reference12 articles.

1. Transactions Data Tests of Efficiency of the Chicago Board Options Exchange;Bhattacharya;Journal of Financial Economics,1983

2. James N. Bodurtha , Jr. PHLX Currency Option Surveillance Report and OCC Exercise History: A Data Base 1984

3. Forward and Futures Prices: Evidence from the Foreign Exchange Markets;Cornell;Journal of Finance,1981

4. Test of Market Efficiency of the Chicago Board Options Exchange;Galai;Journal of Business,1977

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