Trading breaks and asymmetric information : the option markets
Year of publication: |
September 2015
|
---|---|
Authors: | Kaplanski, Guy ; Levy, Haim |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 390-404
|
Subject: | Perceived risk | Asymmetrical information | Option market microstructure | Implied volatility | Market efficiency | Volume of trade | Asymmetrische Information | Asymmetric information | Volatilität | Volatility | Optionsgeschäft | Option trading | Marktmikrostruktur | Market microstructure | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Handelsvolumen der Börse | Trading volume |
-
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim, (1999)
-
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim, (2002)
-
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim, (1999)
- More ...
-
Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup
Kaplanski, Guy, (2014)
-
EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME
KAPLANSKI, GUY, (2012)
-
The Two-Parameter Long-Horizon Value-at-Risk
Kaplanski, Guy, (2010)
- More ...