Efficiency in index options markets and trading in stock baskets

Article Abstract:

This paper examines the effect of a traded stock basket, Standard and Poor's Depository Receipts, on the link between index and options markets, as well as mispricing therein.

Periodicals, Periodical Publishers, Usage, Prices and rates, Reports, Periodical publishing, American depository receipts, American depositary receipts, Arbitrage, Standard & Poor's Corp.

---

Efficiency in index options markets and trading in stock baskets

Article Abstract:

The efficiency of stock index options pricing and the Standard and Poor's 500 index are testing. A stock basket does not improve across markets, but pricing does become more efficient. Market-pricing violations within a market can also be frequent.

Models, Options (Finance), Standard and Poor's 500-Stock Price Index (Index)

---

The relationship between short interest and stock returns in the Canadian market

Article Abstract:

Based on a sample of short sales of stocks in Canada, the correlation between short interest and stock market returns is determined. For the purpose, short interest and short sales are identified with respect to the trading volume.

Analysis, Economic aspects, Short selling, Stock markets, Stock market

Similar abstracts:

• Abstracts: Reviewing IRA deductions for homemakers and IRA transfers for divorce settlements. Tax planning for social security and similar benefits
• Abstracts: Pricing Hang Seng Idex options around the Asian financial crisis - A GARCH approach. Executive stock options and incentive effects due to systematic risk

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.