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Noise Trading and the Cross-Section of Index Option Prices
Irek, Fabian; Frijns, Bart; Lehnert, Thorsten et al.
2012
 

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Disciplines :
Finance
Author, co-author :
Irek, Fabian ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Frijns, Bart
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Martelin, Nicolas ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Noise Trading and the Cross-Section of Index Option Prices
Publication date :
2012
Available on ORBilu :
since 24 October 2013

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