Empirical Analysis Of The Intraday Lead Lag Relationship Between Option And Underlying Stock Market

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Empirical analysis of the Intraday Lead-Lag Relationship between option- and underlying stock-market

Author	: Giacomo Iacovelli
Publisher	:
Total Pages	: 78
Release	: 2006
ISBN-10	: OCLC:1074681762
ISBN-13	:
Rating	: 4/5 (62 Downloads)

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Book Synopsis Empirical analysis of the Intraday Lead-Lag Relationship between option- and underlying stock-market by : Giacomo Iacovelli

Download or read book Empirical analysis of the Intraday Lead-Lag Relationship between option- and underlying stock-market written by Giacomo Iacovelli and published by . This book was released on 2006 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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The efficient-market hypothesis (EMH) asserts that financial markets are "informationally efficient," i.e. all relevant information will be fully and immediatel