The Ohio State University and New York University, respectively. This study could not have been undertaken without the efforts of Arnie Staloff of the Philadelphia Stock Exchange. Comments on a previous draft of the paper by the participants in the Ohio State University Economics/Finance Colloquium and in the 1984 European Finance Association Meetings are gratefully acknowledged. Specific comments by J. Huston McCulloch, Rene Stulz, and an anonymous referee of this journal have been particularly helpful in the revision of this work. This work has been supported by a grant from the School of Administrative Science at Ohio State University. All errors and omissions are the authors' responsibility.
Efficiency Tests of the Foreign Currency Options Market
Article first published online: 30 APR 2012
1986 The American Finance Association
The Journal of Finance
Volume 41, Issue 1, pages 151–162, March 1986
How to Cite
BODURTHA, J. N. and COURTADON, G. R. (1986), Efficiency Tests of the Foreign Currency Options Market. The Journal of Finance, 41: 151–162. doi: 10.1111/j.1540-6261.1986.tb04496.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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