Information content of order imbalance in the index options market
Ahmet Sensoy, John Omole
| Year of publication: |
2022
|
|---|---|
| Authors: | Sensoy, Ahmet ; Omole, John |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 418-432
|
| Subject: | Borsa Istanbul | Delta hedging | Derivatives | Index options | Informed trading | Order imbalance | Index-Futures | Index futures | Hedging | Derivat | Derivative | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Optionsgeschäft | Option trading | Wertpapierhandel | Securities trading | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334583