IMPACT OF NET BUYING PRESSURE ON CHANGES IN IMPLIED VOLATILITY: Before and After the Onset of the Subprime Crisis
| Year of publication: |
2010
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|---|---|
| Authors: | Shiu, Yung-Ming ; Pan, Ging-Ginq ; Lin, Shu-Hui ; Wu, Tu-Cheng |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 17.2010, 4, p. 54-67
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