Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Hee-Joon Ahn; Jangkoo Kang; Doojin Ryu
| Year of publication: |
2010
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|---|---|
| Authors: | Ahn, Hee-joon ; Kang, Jangkoo ; Ryu, Doojin |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 3, p. 301-339
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| Subject: | Information content | Investor type | KOSPI 200 options | Trade direction | Trade size | Optionsgeschäft | Option trading | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Südkorea | South Korea | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Index-Futures | Index futures | Informationswert | Information value | Welt | World |
| 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/10009230522