The role of implied volatility in liquidity provision
Year of publication: |
2020
|
---|---|
Authors: | Cahill, Daniel ; Fong, Kingsley ; Wee, Marvin ; Yang, Wenling |
Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 45.2020, 1, p. 45-71
|
Subject: | Earnings announcement | implied volatility | liquidity provision | market depth | Volatilität | Volatility | Theorie | Theory | Liquidität | Liquidity | Ankündigungseffekt | Announcement effect |
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