Intraday information from S&P 500 index futures options
Kian Guan Lim, Ying Chen, Nelson K.L. Yap
| Year of publication: |
2019
|
|---|---|
| Authors: | Lim, Kian-Guan ; Chen, Ying ; Yap, Nelson K. L. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 42.2019, p. 29-55
|
| Subject: | Intraday options trading | Market efficiency | Index-Futures | Index futures | Optionsgeschäft | Option trading | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2018.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316256