Shanghai ETF Efficiency
The Shanghai 50 ETF index options market operates efficiently when call and put options are at-the-money, but not when the call is in-the-money and the put is out-of-the-money.
Featured in No. 32 on 9 Jan 2024 · on release day
- Released
- 9 Jan 2024
- First featured
- No. 32 · 9 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002556
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