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Volatility investing with variance swaps
Härdle, Wolfgang; Silyakova, Elena - 2010
investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative …
Persistent link: https://www.econbiz.de/10003952648
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Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto (contributor); Veredas, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402411
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The impact of the futures market on spot volatility: an analysis in Turkisch derivatives markets
Baklaci, H.; Tutek, H. - In: Computational finance and its applications II : [Second …, (pp. 237-246). 2006
Persistent link: https://www.econbiz.de/10003410172
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Econometric modeling of volatility and price behaviour in asset and derivative markets
Busch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003429459
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Volatility, depth, and order composition : evidence from a pure limit order futures market
Chen, Ho-chyuan; Wu, Juping - In: Emerging markets finance & trade : a journal of the … 45 (2009) 5, pp. 72-85
Persistent link: https://www.econbiz.de/10003982559
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The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.; Siriopoulos, Costas - In: The journal of alternative investments 14 (2011/12) 3, pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
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Intraday trading activities and volatility in round-the-clock futures markets
Kao, Erin H.; Fung, Hung-gay - In: International review of economics & finance : IREF 21 (2012) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009486128
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Volatility trading
Sinclair, Euan - 2013 - 2. ed.
Persistent link: https://www.econbiz.de/10009745954
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Die Bedeutung von Derivaten für die Funktionsfähigkeit von Finanzmärkten
Johanning, Lutz - In: Derivate und Finanzstabilität : Erfahrungen aus vier …, (pp. 59-71). 2013
Persistent link: https://www.econbiz.de/10009711667
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Securities transaction tax-case study of India
Malik, Neha - 2014
Security Transaction Tax (STT) was introduced in the Indian capital market in 2004. It is a tax on transaction of equities as well as their derivatives. Despite the reduction in STT over the years, it constitutes a large percentage (next only to brokerage fee) of the total cost of trading. The...
Persistent link: https://www.econbiz.de/10010354157