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Relations intrajournalières entre l'indice CAC 40 et les options sur indice

Author

Listed:
  • Gunther Capelle-Blancard

    (TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • Séverine Vandelanoite

    (TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

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Suggested Citation

  • Gunther Capelle-Blancard & Séverine Vandelanoite, 2002. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265675, HAL.
    • Handle: RePEc:hal:cesptp:halshs-00265675
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    Cited by:

    1. Cumhur Ekinci, 2003. "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance 0305006, University Library of Munich, Germany, revised 22 Nov 2004.
    2. repec:dau:papers:123456789/5069 is not listed on IDEAS

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