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net buying pressure
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Ferreira, Eva
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International Journal of Financial Services Management
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Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Ivanov, Stoyu I.
- In:
International Journal of Financial Services Management
8
(
2015
)
1
,
pp. 42-57
Bollen and Whaley's
net
buying
pressure
hypothesis. To the best of our knowledge, analysis of spot and option markets around …
Persistent link: https://www.econbiz.de/10011207723
Saved in:
2
An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva
;
Gago, Mónica
;
León, Angel
;
Rubio, Gonzalo
- In:
Investigaciones Economicas
29
(
2005
)
3
,
pp. 483-523
the
net
buying
pressure
characterizing option markets. …
Persistent link: https://www.econbiz.de/10005813665
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