Intraday option price changes and net buying pressure
Doojin Ryu and Heejin Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Ryu, Doojin ; Yang, Heejin |
| Subject: | Direction-learning | net buying pressure | option-implied volatility | ultra-high-frequency data | Volatilität | Volatility | Optionsgeschäft | Option trading | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1864272 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803523