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~language:"eng"
~person:"Hurwitz, Catalina I."
~subject:"Information dissemination"
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Börsenkurs
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Informationsverbreitung
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Share price
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VIX ETPs
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VIX futures
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Volatility
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Volatilität
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information leadership
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information share
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price discovery
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Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and VIX ETPs
Hurwitz, Catalina I.
;
Mishra, Suchismita
;
Daigler, Robert T.
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 63-79
Persistent link: https://www.econbiz.de/10013459963
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