Option volume and volatility response to scheduled economic news releases
Year of publication: |
2003
|
---|---|
Authors: | Nofsinger, John R. ; Prucyk, Brian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 4, p. 315-345
|
Subject: | Optionsgeschäft | Option trading | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | USA | United States |
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