Asymmetric volatility and trading activity in index futures options
Kam C. Chan; Louis T. W. Cheng; Peter P. Lung
| Year of publication: |
2005
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|---|---|
| Authors: | Chan, Kam C. ; Cheng, Louis T. W. ; Lung, Peter P. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 40.2005, 3, p. 381-407
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| Subject: | Index-Futures | Index futures | Optionsgeschäft | Option trading | Wertpapierhandel | Securities trading | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003105060