The impact of position limits on options trading
Year of publication: |
2024
|
---|---|
Authors: | Switzer, Lorne N. ; Tu, Qiao |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 104969, p. 1-8
|
Subject: | Informational efficiency | Option trading | Position limits | Volatility | Optionsgeschäft | Volatilität | Informationseffizienz | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory |
-
Tanha, Hassan, (2015)
-
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan, (2015)
-
The information content of ASX SPI 200 implied volatility
Tanha, Hassan, (2016)
- More ...
-
Switzer, Lorne N., (2018)
-
Switzer, Lorne N., (2016)
-
Switzer, Lorne N., (2010)
- More ...