Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.21, Iss.14, 2011-07, pp. : 1049-1057

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The informational role of option trading volume in the S&P 500 futures options markets

By Sarwar Ghulam

Applied Financial Economics, Vol. 14, Iss. 16, 2004-11 ,pp. : 1197-1210

Routledge Ltd

Access to resources Recommend Favorite

Pricing futures options with basis risk: evidence from S&P 500 futures options

By Wang Chou-Wen Wu Ting-Yi

Applied Financial Economics, Vol. 18, Iss. 19, 2008-10 ,pp. : 1561-1567

Routledge Ltd

Access to resources Recommend Favorite

S&P 500 Index reconstitutions and information asymmetry

Applied Financial Economics, Vol. 24, Iss. 11, 2014-06 ,pp. : 777-791

Routledge Ltd

Access to resources Recommend Favorite

Inter-market spread trading: evidence from UK index futures markets

By Butterworth Darren Holmes Phil

Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. : 783-790

Routledge Ltd

Access to resources Recommend Favorite

Stability of the S&P 500 futures market efficiency conditions

By Crowder William J. Phengpis Chanwit

Applied Financial Economics, Vol. 15, Iss. 12, 2005-08 ,pp. : 855-866

Routledge Ltd

Access to resources Recommend Favorite