Put-call parity theory and an empirical test of the efficiency of theLondon Traded Options Market

Authors
M. Nisbet
Citation
M. Nisbet, Put-call parity theory and an empirical test of the efficiency of theLondon Traded Options Market, Journal of banking & finance, 16(02), 1992, pp. 381
Journal title
Journal of banking & finance → ACNP
ISSN journal
03784266
Volume
16
Issue
02
Year of publication
1992
Database
ICR
SICI code
0378-4266(1992)16:02<381:PPTAAE>2.0.ZU;2-V