A Meta-Analysis of the Efficiency of Options Market and the Arbitrage Strategies
Objective: While inefficiencies in the financial markets are the leading cause of capital misallocation, options market efficiency is a major area of interest within this field of study. Since arbitrage efforts to take advantage of arbitrage profit opportunities in the options market lead the market...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2022-09-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_89447_41f317250ca4ac2e8090714196b96409.pdf |