Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime Crisis
Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of The Subprime Crisis
Year | 2010 |
Author | Yung-Ming Shiu*, Shu-Hui Lin, Tu-Cheng Wu |
Author count | 3 |
Created date | 2019-02-07 |
Author order | 第二作者 |
Corresponding author | 否 |
Publication year | 2010 |
Publication month | 5 |
Journal name | Journal of Derivatives |
Publication area | 美國 |
Volume | 17 |
Issue | 4 |
Start page | 54 |
End page | 66 |
Publication type | |
Review system | 是 |
Language | Foreign Language |