The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put-Call Parity Analysis
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References listed on IDEAS
- Evnine, Jeremy & Rudd, Andrew, 1985. " Index Options: The Early Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 743-756, July.
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KeywordsPut-call parity; Market efficiency; Nikkei 225 options;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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