The information content of trading activity and quote changes : evidence from VIX Options
Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Tsai, Wei-Che ; Chiu, Ying-Tzu ; Wang, Yaw-Huei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 8, p. 715-737
|
| Subject: | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Informationswert | Information value | Elektronisches Handelssystem | Electronic trading | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392636