Retrieving aggregate information from option volume
Year of publication: |
2018
|
---|---|
Authors: | Lin, William ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Qiao, Shuai |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 55.2018, p. 220-232
|
Subject: | Emerging options market | Option-information aggregation | Retail investors | VIX-adjusted put-call ratio | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Aggregation |
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