The impact of net buying pressure on index options prices
Author:
Affiliation:
1. Department of Economics Sungkyunkwan University Seoul Korea
2. College of General Education Kookmin University Seoul Korea
3. Department of Global Economics and Commerce Dongguk University Gyeongju Campus Gyeongsangbuk‐do Korea
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22158
Reference89 articles.
1. Informed trading in the index option market: The case of KOSPI 200 options
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4. Asset pricing when traders sell extreme winners and losers;An L.;Review of Financial Studies,2016
5. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
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