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Evidence on the Efficiency of Index Options Markets

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Evidence on the Efficiency of Index Options Markets

DATE: March 2000

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Ackert, Lucy F. and Tian, Yisong S. "Evidence on the Efficiency of Index Options Markets," in Federal Reserve Bank of Atlanta. "First Quarter 2000, Volume 85, Number 1," Economic Review (Federal Reserve Bank of Atlanta) (March 2000) : 40-52. https://fraser.stlouisfed.org/title/884/item/601603/toc/581634 , accessed on July 5, 2022.

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