EFFICIENCY TESTS OF THE FOREIGN-CURRENCY OPTIONS MARKET

被引：34

作者：

BODURTHA, JN ^{[1
]}

COURTADON, GR ^{[1
]}

机构：

[1] NYU,NEW YORK,NY 10003

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 01期

关键词：

D O I：

10.2307/2328349

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：151 / 162

页数：12

共 12 条

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[2]

BODURTHA J, 1984, PHLX CURRENCY OPTION

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CORNELL, B ;

REINGANUM, MR .

JOURNAL OF FINANCE, 1981, 36 (05) :1035-1045

[4]

Cox J.C., 1985, OPTIONS MARKETS

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GALAI, D .

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[6]

Gould J., 1974, J FINANC ECON, V1, P107

[7]

GRABBE JO, 1983, J INT MONEY FINANC, V2, P239

[8] AN EX-ANTE ANALYSIS OF PUT-CALL PARITY [J].

KLEMKOSKY, RC ;

RESNICK, BG .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (04) :363-378

[9] PUT-CALL PARITY AND MARKET EFFICIENCY [J].

KLEMKOSKY, RC ;

RESNICK, BG .

JOURNAL OF FINANCE, 1979, 34 (05) :1141-1155

[10] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

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