The volume-implied volatility relation in financial markets : a behavioral explanation
Year of publication: |
2024
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Authors: | Massaporn Cheuathonghua ; Chaiyuth Padungsaksawasdi |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102098, p. 1-15
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Subject: | Behavioral finance | Commodity | ETF | Heuristics | Implied volatility | Trading volume | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Handelsvolumen der Börse | Indexderivat | Index derivative | Theorie | Theory | Optionsgeschäft | Option trading | Börsenkurs | Share price |
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