Volatility aversion in the options market based on news sentiment
Year of publication: |
2018
|
---|---|
Authors: | Uhl, Matthias |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2018, 4, p. 24-35
|
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance |
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