Who has volatility information in the index options market?
Doojin Ryu, Heejin Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Ryu, Doojin ; Yang, Heejin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 266-270
|
| Subject: | Foreign investor | KOSPI200 options | Market microstructure | Vega | Volatility information | Volatilität | Volatility | Marktmikrostruktur | Index-Futures | Index futures | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420810