arbiter
JournalsPricingAccount

On the liquidity of CAC 40 index options market

Alain François-Heude & Ouidad Yousfi

Journal of Derivatives and Hedge Funds2014https://doi.org/10.1057/jdhf.2014.18article
ABDC C
Weight
0.36

What the paper says

No abstract available.

2 citations

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.1057/jdhf.2014.18

Or copy a formatted citation

@article{alain2014,
  title        = {{On the liquidity of CAC 40 index options market}},
  author       = {Alain François-Heude & Ouidad Yousfi},
  journal      = {Journal of Derivatives and Hedge Funds},
  year         = {2014},
  doi          = {https://doi.org/https://doi.org/10.1057/jdhf.2014.18},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

On the liquidity of CAC 40 index options market

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.36

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.27 × 0.4 = 0.11
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.