Short-term market risks implied by weekly options
Torben G. Andersen, Nicola Fusari and Viktor Todorov
| Year of publication: |
June 2017
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|---|---|
| Authors: | Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 72.2017, 3, p. 1335-1386
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| Subject: | Indexderivat | Index derivative | Volatilität | Volatility | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Marktliquidität | Market liquidity | Nichtparametrische Schätzung | Nonparametric estimation | USA | United States | 2011-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.12486 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011738723