The information content of the volatility index options trading volume
Year of publication: |
2022
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Authors: | Gu, Chen ; Guo, Xu ; Kurov, Alexander ; Stan, Raluca |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1721-1737
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Subject: | VIX options | information | put-call ratio | volatility | Volatilität | Volatility | Optionsgeschäft | Option trading | Informationswert | Information value | Handelsvolumen der Börse | Trading volume | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
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