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Mispricing of S&P 500 index options
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Constantinides, George M., Jackwerth, Jens Carsten and Perrakis, Stylianos (2004) Mispricing of S&P 500 index options. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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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 |
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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 | ||||
Official Date: | 21 October 2004 | ||||
Dates: |
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Number: | No.05- | ||||
Number of Pages: | 51 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) |
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