The interactions between trading volume and volatility : evidence from the equity options markets
Tae H. Park, Lorne N. Switzer and Robert Bedrossian
| Year of publication: |
1999
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|---|---|
| Authors: | Park, Tae H. ; Switzer, Lorne N. ; Bedrossian, Robert |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 6, p. 627-637
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| Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Aktie | Share | Optionsgeschäft | Option trading | Schätzung | Estimation | USA | United States | 1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001525295