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An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market

Hudson, Robert; El Kalak, Izidin

Authors

Izidin El Kalak



Journal Article Type Article
Print ISSN 1475-7702
Publisher Emerald
Peer Reviewed Peer Reviewed
APA6 Citation Hudson, R. (in press). An empirical study of the cross market efficiency of the index options market: A case study from the Italian derivatives market. Review of accounting & finance,
Keywords Cross-market efficiency; index options market; no-arbitrage conditions; financial crisis
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