Investors’ Net Buying Pressure and Implied Volatility Dynamics
Doojin Ryu
◽
Robert I. Webb
◽
Heejin Yang
◽
Jinyoung Yu
2000 ◽
Vol 4
(1)
◽
pp. 21-56
◽
Jacqueline Huang
◽
Jong-Shi Pang
2011 ◽
Vol 4
(2)
◽
pp. 67-85
◽
2014 ◽
Vol 17
(2)
◽
pp. 3-19
◽
Matthew Lorig
◽
Stefano Pagliarani
◽
Andrea Pascucci
Stefano De Marco
◽
Claude Martini
Elisa Nicolato
◽
Camilla Pisani
◽
David Sloth