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Information content of derivatives under varying market conditions and moneyness : the case of S&P CNX Nifty Index options
Pathak, Rajesh; Bhattacharjee, Kaushik; Reddy, Nagi - In: Global business review 16 (2015) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10011408718
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Information Content of Derivatives under Varying Market Conditions and Moneyness: The Case of S&P CNX Nifty Index Options
Pathak, Rajesh; Bhattacharjee, Kaushik; Nagi Reddy V. - In: Global Business Review 16 (2015) 2, pp. 281-302
, Downtrend, Recovery phases) and option’s moneyness which potentially can affect the venue preference of the trader and can … based on moneyness, that is, the at-the-money and out-of-the-money options. However, we find a change in magnitude and …
Persistent link: https://www.econbiz.de/10011265801