The Factors Behind Put-Call Parity Violations of S&P 100 Index Options-Reference-Cited by-同舟云学术

The Factors Behind Put-Call Parity Violations of S&P 100 Index Options

Published:1996-08 Issue:3 Volume:31 Page:535-552
ISSN:0732-8516
Container-title:The Financial Review
language:en
Short-container-title:Financial Review

Author:

Wagner Drew,Ellis David M.,Dubofsky David A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1996.tb00885.x/fullpdf

Reference29 articles.

1. Futures Options and the Volatility of Futures Prices

2. [2]Hendrik Bessembinder, Kalok Chan, and Paul J Seguin "An Empirical Examination of Information, Differences of Opinion, and Trading Activity." Working paper, Anzona State University1994 .

3. The Pricing of Options and Corporate Liabilities

4. Efficiency Tests of the Foreign Currency Options Market

5. Dividend Spreads

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