Informed trading in the stock market and option-price discovery
Year of publication: |
2021
|
---|---|
Authors: | Collin-Dufresne, Pierre ; Fos, Vyacheslav ; Muravyev, Dmitry |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 56.2021, 6, p. 1945-1984
|
Subject: | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | USA | United States |
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