Trading volatility spreads: a test of index option market efficiency

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Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	2000
<mark>Journal</mark>	European Financial Management
Issue number	2
Volume	6
Number of pages	26
Pages (from-to)	235-260
Publication Status	Published
<mark>Original language</mark>	English

Research