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Mispricing of S&P 500 index options
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Constantinides, George M., Jackwerth, Jens Carsten, 1967- and Perrakis, Stylianos, 1938- (2004) Mispricing of S&P 500 index options. Working Paper. Warwick Business School, Financial Econometrics Research Centre, Coventry.
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
| Item Type: | Working or Discussion Paper (Working Paper) |
|---|---|
| Alternative Title: | Mispricing of Standard and Poor's 500 index options |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
| Library of Congress Subject Headings (LCSH): | Standard and Poor's Corporation, Stock exchanges, Stocks -- Prices, Indexation (Economics), Transaction costs |
| Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) |
| Publisher: | Warwick Business School, Financial Econometrics Research Centre |
| Place of Publication: | Coventry |
| Date: | 21 October 2004 |
| Number: | No.05- |
| Number of Pages: | 51 |
| Status: | Not Peer Reviewed |
| Access rights to Published version: | Open Access |
| URI: | http://wrap.warwick.ac.uk/id/eprint/1775 |
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