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

Professor    7818    ggpam@mail.npust.edu.tw
Year2010
AuthorYung-Ming Shiu*, Shu-Hui Lin, Tu-Cheng Wu
Author count3
Created date2019-02-07
Author order第二作者
Corresponding author
Publication year2010
Publication month5
Journal nameJournal of Derivatives
Publication area美國
Volume17
Issue4
Start page54
End page66
Publication type
Review system
LanguageForeign Language