Efficiency Tests of the Foreign Currency Options Market

• 1 March 1986
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 41  (1) , 151-162
• https://doi.org/10.2307/2328349

Abstract

Keywords

• TRANSACTION COSTS
• OPTION PRICES
• OPTIONS MARKET
• STOCK
• CURRENCY OPTIONS
• FOREIGN CURRENCY
• EFFICIENCY TESTS