Index option trading activity and market returns
Year of publication: |
2021
|
---|---|
Authors: | Chordia, Tarun ; Kurov, Alexander ; Muravyev, Dmitriy ; Subrahmanyam, Avanidhar |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 3, p. 1758-1778
|
Subject: | index options | order flow | information | market efficiency | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume | Effizienzmarkthypothese | Efficient market hypothesis | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
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