Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chuang-Chang Chang; Pei-Fang Hsieh; Yaw-Huei Wang
| Year of publication: |
2009
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|---|---|
| Authors: | Chang, Chuang-chang ; Hsieh, Pei-fang ; Wang, Yaw-huei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 1, p. 174-183
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| Subject: | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Schwellenländer | Emerging economies | Taiwan |
| 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/10003905751