Aggregating information in option transactions
Year of publication: |
2014
|
---|---|
Authors: | Holowczak, Richard ; Hu, Jianfeng ; Wu, Liuren |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 21.2014, 3, p. 9-23
|
Subject: | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | USA | United States |
-
Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios, (2014)
-
Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart, (2003)
-
The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H., (1999)
- More ...
-
Consolidating Information in Option Transactions
Holowczak, Richard, (2013)
-
Consolidating Information in Option Transactions
Hu, Jianfeng, (2013)
-
Price discovery in the U.S. stock and stock options markets: A portfolio approach
Holowczak, Richard, (2006)
- More ...