Uncovering the Asymmetric Information Content of High-Frequency Options
Year of publication: |
2023
|
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Authors: | Alexiou, Lykourgos ; Bevilacqua, Mattia ; Hizmeri, Rodrigo |
Publisher: |
[S.l.] : SSRN |
Subject: | Asymmetrische Information | Asymmetric information | Informationswert | Information value | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4376018 [DOI] |
Classification: | c58 ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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