Information contents of intraday SSE 50 ETF options trades
Xingguo Luo, Wenye Cai, Doojin Ryu
| Year of publication: |
2022
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|---|---|
| Authors: | Luo, Xingguo ; Cai, Wenye ; Ryu, Doojin |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 4, p. 580-604
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| Subject: | informed trades | intraday seasonality | market shocks | price impact | SSE 50 ETF options | transaction-level data | Indexderivat | Index derivative | Optionsgeschäft | Option trading | Volatilität | Volatility | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187563