The information content of the volatility index options trading volume
Year of publication: |
2022
|
---|---|
Authors: | Gu, Chen ; Guo, Xu ; Kurov, Alexander ; Stan, Raluca |
Subject: | VIX options | information | put-call ratio | volatility | Volatilität | Volatility | Optionsgeschäft | Option trading | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume | Informationswert | Information value | Optionspreistheorie | Option pricing theory |
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