The information content of the volatility index options trading volume
Chen Gu, Xu Guo, Alexander Kurov, Raluca Stan
| Year of publication: |
2022
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|---|---|
| Authors: | Gu, Chen ; Guo, Xu ; Kurov, Alexander ; Stan, Raluca |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1721-1737
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465809