Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Year of publication: |
2015
|
---|---|
Authors: | Ivanov, Stoyu I. |
Published in: |
International Journal of Financial Services Management. - Inderscience Enterprises Ltd, ISSN 1460-6712. - Vol. 8.2015, 1, p. 42-57
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | QQQ volatility | QQQ options | ETFs | exchange-traded funds | ETF options | spot markets | option markets | AMEX | NASDAQ | spot volatility | hedging demand | Bollen and Whaley | net buying pressure |
-
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Ivanov, Stoyu I., (2014)
-
Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Ivanov, Stoyu I., (2015)
-
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Ivanov, Stoyu I., (2014)
- More ...
-
PERFORMANCE ANALYSIS OF BANKS HEADQUARTERED IN HOLLYWOOD VERSUS SILICON VALLEY
Ivanov, Stoyu I., (2014)
-
DISCRETIONARY DELETIONS FROM THE S&P 500 INDEX: EVIDENCE ON FORECASTED AND REALIZED EARNINGS
Ivanov, Stoyu I., (2010)
-
THE IMPLIED VOLATILITY OF ETF AND INDEX OPTIONS
Ivanov, Stoyu I., (2011)
- More ...