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Distribution of trading activity across strike prices in the DAX index options market

Lazarov, Zdravetz (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002040448

Assessing the economic significance of the intra-daily volatility seasonalities

Lazarov, Zdravetz N. - 2005

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Clustering of trading activity in the DAX index options market

Koch, Alexander K.; Lazarov, Zdravetz N. - 2001

Persistent link: https://www.econbiz.de/10001642009

Three essays on the econometrics of options markets

Lazarov, Zdravetz N. - 2004

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Clustering of trading activity in the DAX index options market

Koch, Alexander K.; Lazarov, Zdravetz N. - 2001

Trades in DAX index options with identical maturities cluster around particular classes of strike prices. For example, options with strikes ending on 50 are less traded than options with strikes ending on 00. Clustering is higher when options with close strike prices are good substitutes. The...

Persistent link: https://www.econbiz.de/10011539670