Put-Call Parity and Market Efficiency
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- Arturo Bris & William N. Goetzmann & Ning Zhu, 2007.
"Efficiency and the Bear: Short Sales and Markets Around the World,"
Journal of Finance, American Finance Association, vol. 62(3), pages 1029-1079, June.
- William N. Goetzmann & Ning Zhu & Arturo Bris, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," NBER Working Papers 9466, National Bureau of Economic Research, Inc.
- Arturo Bris & William N. Goetzmann & Ning Zhu, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm321, Yale School of Management.
- Arturo Bris & William N. Goetzmann & Ning Zhu, 2004. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm15, Yale School of Management.
- Arturo Bris & William Goetzmann & Ning Zhu, 2004. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm327, Yale School of Management, revised 01 Feb 2005.
- Karen Alpert, 2009. "The effects of taxation on put‐call parity," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 445-464, September.
- Stephen F. Gray, 1989. "Put Call Parity: An Extension of Boundary Conditions," Australian Journal of Management, Australian School of Business, vol. 14(2), pages 151-169, December.
- Ben David Nissim & Tavor Tchahi, 2011. "An empirical test of 'put call parity'," Applied Financial Economics, Taylor & Francis Journals, vol. 21(22), pages 1661-1664.
- Laurent Deville & Fabrice Riva, 2007.
"Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach,"
Review of Finance, European Finance Association, vol. 11(3), pages 497-525.
- Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221, HAL.
- Blomeyer, Edward C. & Boyd, James C., 1995. "Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 169-181.
- Eli Ofek & Matthew Richardson & Robert F. Whitelaw, 2003. "Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets," NBER Working Papers 9423, National Bureau of Economic Research, Inc.
- Vesa Puttonen, 1992. "On the behaviour of the Finnish stock index options markets," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 117-128, Autumn.
- Perico Ortiz, Daniel & Schnaubelt, Matthias & Seifert, Oleg, 2023. "A topic modeling perspective on investor uncertainty," FAU Discussion Papers in Economics 04/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- George M. Frankfurter & Wai K. Leung, 1991. "Further Analysis Of The Put-Call Parity Implied Risk-Free Interest Rate," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 217-232, September.
- Muzzioli, S. & Torricelli, C., 2005. "The pricing of options on an interval binomial tree. An application to the DAX-index option market," European Journal of Operational Research, Elsevier, vol. 163(1), pages 192-200, May.
- Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
- Lucy F. Ackert & Yisong S. Tian, 2000. "Evidence on the efficiency of index options markets," Economic Review, Federal Reserve Bank of Atlanta, vol. 85(Q1), pages 40-51.
- Waylon Jepsen & Colin Roberts, 2023. "Analysis of the RMM-01 Market Maker," Papers 2310.14320, arXiv.org.
- Hinz, Holger, 1990. "Some advances in supporting international financial management decisions," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 248, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
- Guo, Biao & Han, Qian & Lin, Hai, 2015. "Forecasting the Term Structure of Implied Volatilities," Working Paper Series 6189, Victoria University of Wellington, School of Economics and Finance.
- Geoffrey F. Loudon, 1988. "Put Call Parity Theory: Evidence From The Big Australian," Australian Journal of Management, Australian School of Business, vol. 13(1), pages 53-67, June.
- Walter L Eckardt Jr. & Bruce D. Bagamery, 1983. "Short Selling: The Mutual Fund Alternative," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(3), pages 231-238, September.
- Ravi Kashyap, 2019. "Concepts, Components and Collections of Trading Strategies and Market Color," Papers 1910.02144, arXiv.org, revised Jan 2020.
- Liu, Dehong & Qiu, Qi & Hughen, J. Christopher & Lung, Peter, 2019. "Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 557-571.
- Jianfeng Hu, 2020. "Is the synthetic stock price really lower than actual price?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(12), pages 1809-1824, December.
- Stephen L. Taylor, 1990. "Put-Call Parity: Evidence From the Australian Options Market," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 203-216, June.
- Longarela, Iñaki R. & Mayoral, Silvia, 2015. "Quote inefficiency in options markets," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 23-36.
- Christian Dunis & Andre Keller, 1995. "Efficiency tests with overlapping data: an application to the currency options market," The European Journal of Finance, Taylor & Francis Journals, vol. 1(4), pages 345-366.
- Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, University Library of Munich, Germany.
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