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Trading volatility spreads: a test of index option market efficiency

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published

Standard

Trading volatility spreads: a test of index option market efficiency. / Poon, S; Pope, P F.
In: European Financial Management, Vol. 6, No. 2, 2000, p. 235-260.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Poon, S & Pope, PF 2000, 'Trading volatility spreads: a test of index option market efficiency', European Financial Management, vol. 6, no. 2, pp. 235-260.

APA

Poon, S., & Pope, P. F. (2000). Trading volatility spreads: a test of index option market efficiency. European Financial Management, 6(2), 235-260.

Vancouver

Poon S, Pope PF. Trading volatility spreads: a test of index option market efficiency. European Financial Management. 2000;6(2):235-260.

Author

Poon, S ; Pope, P F. / Trading volatility spreads: a test of index option market efficiency. In: European Financial Management. 2000 ; Vol. 6, No. 2. pp. 235-260.

Bibtex

@article{a4e37b3577e44abc87c5d085cfcc7a0b,
title = "Trading volatility spreads: a test of index option market efficiency",
author = "S Poon and Pope, {P F}",
year = "2000",
language = "English",
volume = "6",
pages = "235--260",
journal = "European Financial Management",
issn = "1354-7798",
publisher = "Wiley-Blackwell",
number = "2",

}

RIS

TY - JOUR

T1 - Trading volatility spreads: a test of index option market efficiency

AU - Poon, S

AU - Pope, P F

PY - 2000

Y1 - 2000

M3 - Journal article

VL - 6

SP - 235

EP - 260

JO - European Financial Management

JF - European Financial Management

SN - 1354-7798

IS - 2

ER -