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A reexamination of put‐call parity on index futures

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  • Joel S. Sternberg

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  • Joel S. Sternberg, 1994. "A reexamination of put‐call parity on index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(1), pages 79-101, February.
    • Handle: RePEc:wly:jfutmk:v:14:y:1994:i:1:p:79-101
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    Cited by:

    1. Kenneth Oliven & Thomas A. Rietz, 2004. "Suckers Are Born but Markets Are Made: Individual Rationality, Arbitrage, and Market Efficiency on an Electronic Futures Market," Management Science, INFORMS, vol. 50(3), pages 336-351, March.
    2. 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.
    3. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
    4. Balbás, Alejandro & Longarela, Iñaki R. & Pardo, Ángel, 1997. "Integration and arbitrage in the spanish financial markets: an empirical approach," DEE - Working Papers. Business Economics. WB 7017, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    5. Moshe Arye Milevsky & Eliezer Z. Prisman, 1997. "Tax Effects in Canadian Equity Option Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(2), pages 101-122, June.

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