Information and the arrival rate of option trading volume
Year of publication: |
2022
|
---|---|
Authors: | Zhang, Mengyu ; Verousis, Thanos ; Kalaitzoglou, Iordanis |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 4, p. 605-644
|
Subject: | conditional duration | information | liquidity | options | stocks | trading volume | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Optionsgeschäft | Option trading |
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