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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 to NASDAQ on December 1, 2004. The author addresses the questions: is there a relation between hedging and speculation, if such a relation exists considering the improvement in...

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

An analysis of the importance of S&P 500 discretionary constituent changes

Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: Review of quantitative finance and accounting 37 (2011) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10009270680