Mandatory Fields

Contributor (s)

Murphy, B, O'Brien, F., Cummins, M.

Conference Title

17th Irish Economics Association Annual Conference

Short Description

Distributional Anomalies Implicit in the Prices of FTSE 100 Index Options: An Empirical Investigation of the Leverage Effect and Crashphobia Phenomenon

Location

University of Limerick

Contribution Type

Conference Organising Committee Member

Year

2003

Times Cited

()

Optional Fields

Start Date

01-APR-03

End Date

03-APR-03

Abstract

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