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Results 1-1 of 1 (Search time: 0.002 seconds).
The directional information content of options volumes
Ryu, Doojin; Yang, Heejin
Article
Issue Date
2018
Citation
JOURNAL OF FUTURES MARKETS, v.38, no.12, pp.1533 - 1548
Publisher
WILEY
1
Discover
Author
Ryu, Doojin
1
Subject
ANNOUNCEMENTS EVIDENCE
1
directional information
1
INDEX DERIVATIVES
1
INFORMED TRADERS TRADE
1
investor type
1
MARKET
1
market microstructure
1
options volume
1
ORDER-SPLITTING STRATEGY
1
PRICE MONOTONICITY VIOLATIONS
1
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Journal
Journal of Futures Markets
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