Volatility Information Trading in the Option Market
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2008.01352.x/fullpdf
Reference44 articles.
1. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002
2. Option trading, price discovery, and earnings news dissemination;Amin;Contemporary Accounting Research,1997
3. The role of securities in the optimal allocation of risk-bearing;Arrow;Review of Economics Studies,1964
4. Asymmetric information and options;Back;Review of Financial Studies,1993
5. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
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