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Applied Financial Economics Volume 17, 2007 - Issue 1
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Original Articles

The internal and cross market efficiency in index option markets: an investigation of the Italian market

M. Brunetti Department of Economics, University of Modena and Reggio Emilia, Modena 41100, Italy
&
C. Torricelli Department of Economics, University of Modena and Reggio Emilia, Modena 41100, ItalyCorrespondence[email protected]
Pages 25-33 | Published online: 02 Feb 2007

Citations (8)

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Read on this site (2)

Yueh-Neng Lin, Shih-Kuo Yeh, Shih-Ching Chuan & StevenJ. Jordan. (2010) The link between intraday signals and call warrant mispricing. The Service Industries Journal 30:13, pages 2273-2288.
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I.-Doun Kuo & Yueh-Neng Lin. (2009) Evidence on inefficiency of the Euribor option market. Applied Financial Economics 19:12, pages 1009-1017.
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Articles from other publishers (6)

Ariful Hoque, Thi Le, Morshadul Hasan & Mohammad Zoynul Abedin. (2024) Does market efficiency matter for Shanghai 50 ETF index options?. Research in International Business and Finance 67, pages 102129.
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Ebenezer Asem, Vishaal Baulkaran, Rossitsa Yalamova & Xiaofei Zhang. (2017) Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. Asia-Pacific Financial Markets 24:4, pages 253-267.
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V. Moriggia, S. Muzzioli & C. Torricelli. (2009) On the no-arbitrage condition in option implied trees. European Journal of Operational Research 193:1, pages 212-221.
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Vipul. (2008) Cross‐market efficiency in the Indian derivatives market: A test of put–call parity. Journal of Futures Markets 28:9, pages 889-910.
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Jorge Alvarez Scanniello, Ennio Bilancini, Simone D’Alessandro & Gabriel Porcile. (2021) Agricultural Institutions, Industrialization and Growth: the Case of New Zealand and Uruguay in 1870-1940. SSRN Electronic Journal.
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Massimo Massa, Theo Vermaelen & Moqi Xu. (2013) Rights Offerings, Trading, and Regulation: A Global Perspective. SSRN Electronic Journal.
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