Retrieving aggregate information from option volume
William T. Lin, Shih-Chuan Tsai, Zhenlong Zheng, Shuai Qiao
| Year of publication: |
2018
|
|---|---|
| Authors: | Lin, William ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Qiao, Shuai |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 55.2018, p. 220-232
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| Subject: | Emerging options market | Option-information aggregation | Retail investors | VIX-adjusted put-call ratio | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.07.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033475