An Analysis on the Intraday Trading Activity of VIX Derivatives
Year of publication: |
2017
|
---|---|
Authors: | Kao, Dian-Xuan |
Other Persons: | Tsai, Wei-Che (contributor) ; Wang, Yaw-Huei (contributor) ; Yen, Kuang-Chieh (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2961158 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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