Efficiency in index options markets and trading in stock baskets
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- Lucy F. Ackert & Yisong S. Tian, 1999. "Efficiency in index options markets and trading in stock baskets," FRB Atlanta Working Paper 99-5, Federal Reserve Bank of Atlanta.
References listed on IDEAS
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- Groen-Xu, Moqi & Massa, Massimo & Mataigne, Virginie & Vermaelen, Theo, 2017. "Choices in Equity Finance A Global Perspective," CEPR Discussion Papers 11987, C.E.P.R. Discussion Papers.
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