An empirical analysis of directional and volatility trading in options markets
Year of publication: |
2000
|
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Authors: | Cherian, Joseph A. ; Weng, William Y. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 2, p. 53-65
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 1993 |
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