Volatility information trading in the option market
Year of publication: |
2008
|
---|---|
Authors: | Ni, Sophie X. ; Pan, Jun ; Poteshman, Allen M. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 63.2008, 3, p. 1059-1091
|
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Asymmetrische Information | Asymmetric information | Theorie | Theory |
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