An analysis on the intraday trading activity of VIX derivatives

E-ISSN： 1096-9934|38|2|158-174

ISSN： 0270-7314

Source： THE JOURNAL OF FUTURES MARKETS, Vol.38, Iss.2, 2018-02, pp. : 158-174

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 Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 8, 2015-08 ,pp. : 715-737

John Wiley & Sons Inc

Access to resources Recommend Favorite

Intraday patterns and trading strategies in the Spanish stock market

Applied Economics, Vol. 47, Iss. 1, 2015-01 ,pp. : 88-99

Routledge Ltd

Access to resources Recommend Favorite

Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures

THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 6, 2015-06 ,pp. : 506-521

John Wiley & Sons Inc

Access to resources Recommend Favorite

The switch from continuous to call auction trading in response to a large intraday price movement

By Reboredo Juan C.

Applied Economics, Vol. 44, Iss. 8, 2012-03 ,pp. : 945-967

Routledge Ltd

Access to resources Recommend Favorite

Sensation Seeking, Overconfidence, and Trading Activity

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 2, 2009-04 ,pp. : 549-578

John Wiley & Sons Inc

Access to resources Recommend Favorite