Intraday option price changes and net buying pressure
Year of publication: |
2022
|
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Authors: | Ryu, Doojin ; Yang, Heejin |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 4, p. 292-297
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Subject: | Direction-learning | net buying pressure | option-implied volatility | ultra-high-frequency data | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
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