Work

The Informational Role of Option Trading Volume in Equity Index Options Markets

Year: 2005

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-005-6335-0

Author: Ghulam Sarwar

Institution: St. Cloud State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016545202

FWCI: 0.569

Cites: 47

Cited by: 27

Related to: 10