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 395139x. - Vol. 23.2003, 4, p. 315-346
|