Intraday momentum in the VIX futures market
Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, J. Jimmy Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Hong-Gia ; Tsai, Wei-Che ; Weng, Pei-Shih ; Yang, J. Jimmy |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 148.2023, p. 1-16
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| Subject: | Hedging demand | Intraday Momentum | Net gamma exposure | VIX Futures | Hedging | Volatilität | Volatility | Kapitaleinkommen | Capital income | Derivat | Derivative | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Futures | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2022.106746 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248282