are positively related to one-period lagged transitory volatility and negatively related to informational volatility …

crises, liquidity variables have a negative influence on the volatility, in contrast to the time period after the outbrake of …

and volatility. The findings do not support the hypothesis that the introduction of futures markets significantly impacts … positive feedback trading and volatility dynamics of underlying stocks. The results are consistent with some of the earlier …

, our paper investigates the determinants of trading activity on the Eurex derivative exchange and looks beyond systematic … characterized by low institutional ownership and high volume and volatility on the spot market. The mispricing between the spot and …

return, such as volatility or skewness, and exploits her private information by trading a complete menu of options. The … exploit higher order moment information, such as the volatility straddle …

is an open question if warrant issuers purely adopt options market information about future volatility or if they … contribute to volatility discovery by their own. As a result, the options market is in a clear informational leadership with an … information share highly significant above 0.5. Nevertheless, the aggregated warrants market also contributes to volatility …