Search Results - subject:"QQQ options"

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

Persistent link: https://www.econbiz.de/10011407243

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

In this paper, we study the behaviour of QQQ volatility in the spot and option markets around QQQ's move from AMEX to NASDAQ on 1 December 2004. We test whether the QQQ option implied volatility has changed around this event and whether this was a result of a change in spot volatility or hedging...

Persistent link: https://www.econbiz.de/10011207723

Analysis of the impact of improved market trading efficiency on the speculation-hedging relation

Ivanov, Stoyu I. - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 180-194

Persistent link: https://www.econbiz.de/10010337462

Analysis of the impact of improved market trading efficiency on the speculation-hedging relation

Ivanov, Stoyu I. - In: Journal of Risk Finance 15 (2014) March, pp. 180-194

Purpose – In this study, the author aims to examine the behavior of QQQ options at the time of the QQQ move from AMEX … uses spectral analysis on QQQ options in the attempt to answer the research question. The author uses spectral analysis …

Persistent link: https://www.econbiz.de/10010815109

Analysis of the impact of improved market trading efficiency on the speculation-hedging relation

I. Ivanov, Stoyu - In: The Journal of Risk Finance 15 (2014) 2, pp. 180-194

Persistent link: https://www.econbiz.de/10014902114