Volume, volatility and information linkages in the stock and option markets
Kin-Yip Ho; Lin Zheng; Zhaoyong Zhang
| Year of publication: |
2012
|
|---|---|
| Authors: | Ho, Kin-Yip ; Lin Zheng ; Zhang, Zhaoyong |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 21.2012, 4, p. 168-174
|
| Subject: | Information linkage | Stock market volatility | Option trading volume | Asymmetric effects | Volatilität | Volatility | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Optionsgeschäft | Option trading | Aktienmarkt | Stock market | Informationsverbreitung | Information dissemination |
| 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/10009703996