Information content of right option tails : evidence from S&P 500 index options
Greg Orosi
| Year of publication: |
December 2017
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|---|---|
| Authors: | Orosi, Greg |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 7, p. 516-526
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| Subject: | trading strategy | option-implied information | performance evaluation | Optionsgeschäft | Option trading | Index-Futures | Index futures | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-017-0049-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011855205