Work

Volatility information trading in the index options market: An intraday analysis

Year: 2019

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2019.07.006

Authors: Heejin Yang, Ali M. Kutan, Doojin Ryu

Institutions: Dongguk University, Dongguk University WISE, Southern Illinois University Edwardsville, Sungkyunkwan University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Seoul National University

OpenAlex ID: W2964397901

FWCI: 5.451

Cites: 80

Cited by: 27

Related to: 10