Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Year of publication: |
2015
|
---|---|
Authors: | Ivanov, Stoyu I. |
Published in: |
International Journal of Financial Services Management. - Inderscience Enterprises Ltd, ISSN 1460-6712. - Vol. 8.2015, 1, p. 42-57
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | QQQ volatility | QQQ options | ETFs | exchange-traded funds | ETF options | spot markets | option markets | AMEX | NASDAQ | spot volatility | hedging demand | Bollen and Whaley | net buying pressure |
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