Predicting Volatility and the Information Content of Informed Traders in an Option Market
Year of publication: |
2015
|
---|---|
Authors: | Huang, Teng-Ching |
Other Persons: | Lin, Bing-Huei (contributor) ; Yang, Tung-Hsiao (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Informationswert | Information value | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Asymmetrische Information | Asymmetric information | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2647548 [DOI] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Information Content of The Implied Volatility Surface : Can Option Prices Predict Jumps?
Han, Yufeng, (2020)
-
Implied volatility sentiment : a tale of two tails
Stork, Philip, (2017)
-
Implied volatility sentiment : a tale of two tails
Felix, Luiz, (2017)
- More ...
-
Herd behavior and idiosyncratic volatility
Huang, Teng-Ching, (2015)
-
Herd behavior and idiosyncratic volatility
Huang, Teng-Ching, (2015)
-
Institutional herding and risk-return relationship
Huang, Teng-Ching, (2016)
- More ...