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 |