Manipulation in the VIX?
John M. Griffin, Amin Shams
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Griffin, John M. ; Shams, Amin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 4, p. 1377-1417
|
| Subject: | Volatilität | Volatility | Index | Index number | Handelsvolumen der Börse | Trading volume | Indexderivat | Index derivative | Betrug | Fraud | Aktienindex | Stock index | USA | United States | 2008-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | VIX = Volatility index |
| Other identifiers: | 10.1093/rfs/hhx085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925385