Academic Journal
Empirical Evidence on Put-Call Parity in Australia: A Reconciliation and Further Evidence.
| Taitara: | Empirical Evidence on Put-Call Parity in Australia: A Reconciliation and Further Evidence. |
|---|---|
| Ngā kaituhi: | Brown, R.L., Easton, S.A. |
| Puna: | Australian Journal of Management (University of New South Wales). Jun92, Vol. 17 Issue 1, p11. 10p. |
| Whakarāpopotonga: | Discusses the put-call parity studies by London (1988) and Taylor (1990). Improved version of Taylor's data collection procedures; Errors in Taylor's calculation of lower boundary of the put-call parity relation. |
| Ngā kupu marau: | *Options (Finance), *Finance |
| ISSN: | 03128962 |
| DOI: | 10.1177/031289629201700102 |
| Pātengi raraunga: | Business Source Complete |