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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
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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
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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 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
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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
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/10014902114