Trading breaks and asymmetric information : the option markets
Guy Kaplanski, Haim Levy
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Kaplanski, Guy ; Levy, Haim |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 390-404
|
| Subject: | Perceived risk | Asymmetrical information | Option market microstructure | Implied volatility | Market efficiency | Volume of trade | Asymmetrische Information | Asymmetric information | Volatilität | Volatility | Optionsgeschäft | Option trading | Marktmikrostruktur | Market microstructure | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544034