Short-term options : clienteles, market segmentation, and event trading
Year of publication: |
December 2015
|
---|---|
Authors: | Chatrath, Arjun ; Christie-David, Rohan ; Miao, Hong ; Ramchander, Sanjay |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 61.2015, p. 237-250
|
Subject: | Weeklys | Monthlys | Greeks | Implied volatility | Spread | Price discovery | Volatilität | Volatility | Optionsgeschäft | Option trading | Griechenland | Greece | Marktsegmentierung | Market segmentation | Derivat | Derivative | Börsenkurs | Share price |
-
Exchange options under clustered jump dynamics
Ma, Yong, (2020)
-
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka, (2013)
-
An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas, (2014)
- More ...
-
Stock-versus-flow distinctions, information, and the role of inventory
Adrangi, Bahram, (2015)
-
Public information, REIT responses, size, leverage, and focus
Chatrath, Arjun, (2012)
-
Public Information, REIT Responses, Size, Leverage, and Focus
Chatrath, Arjun, (2013)
- More ...