Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts-Reference-Cited by-同舟云学术

Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts

Published:2014-08-18 Issue:11 Volume:35 Page:1042-1066
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:

Author:

Lei Adrian C. H.¹

Affiliation:

1. Adrian C. H. Lei is at the Department of Finance and Business Economics, Faculty of Business Administration; University of Macau; Taipa Macau China

Funder

University of Macau

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference36 articles.

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4. Bumping up against the barrier with the binomial method;Boyle;The Journal of Derivatives,1994

5. Using daily stock returns: The case of event studies;Brown;Journal of Financial Economics,1985

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