An Analysis on the Intraday Trading Activity of VIX Derivatives

2017 ◽  
Author(s):  
Dian-Xuan Kao ◽  
Wei-Che Tsai ◽  
Yaw-Huei Wang ◽  
Kuang-Chieh Yen
Keyword(s):  
Trading Activity ◽  
Vix Derivatives

An analysis on the intraday trading activity of VIX derivatives

2017 ◽  
Vol 38 (2) ◽  
pp. 158-174 ◽  
Author(s):  
Dian-Xuan Kao ◽  
Wei-Che Tsai ◽  
Yaw-Huei Wang ◽  
Kuang-Chieh Yen
Keyword(s):  
Trading Activity ◽  
Vix Derivatives

Recent Trends in Trading Activity and Market Quality

CFA Digest ◽  
2011 ◽  
Vol 41 (4) ◽  
pp. 85-87
Author(s):  
Claire Emory
Keyword(s):  
Market Quality ◽  
Trading Activity ◽  
Recent Trends

Trading Activity and Bid-Ask Spreads of Individual Equity Options

2008 ◽  
Author(s):  
Jason Zhanshun Wei
Keyword(s):  
Trading Activity ◽  
Equity Options ◽  
Bid Ask Spreads

Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

2000 ◽  
Author(s):  
William G. Christie ◽  
Shane A. Corwin ◽  
Jeffrey H. Harris
Keyword(s):  
Trading Activity ◽  
Market Mechanisms ◽  
Execution Costs ◽  
Trading Halts ◽  
The Impact

Equity Trading Activity and Credit Spread Shock

2013 ◽  
Author(s):  
Vichet Sum
Keyword(s):  
Credit Spread ◽  
Trading Activity ◽  
Equity Trading

The Specific Details of Trading Activity and Volatility Around Stock Splits

2014 ◽  
Author(s):  
Dermot Murphy ◽  
Ramabhadran S. Thirumalai
Keyword(s):  
Stock Splits ◽  
Trading Activity

Risk Premiums and VIX Derivatives Pricing

2018 ◽  
Author(s):  
Peixuan Yuan
Keyword(s):  
Derivatives Pricing ◽  
Risk Premiums ◽  
Vix Derivatives

Short-Term Reversals and Trading Activity

2019 ◽  
Author(s):  
I-Hsuan Ethan Chiang ◽  
Chris Kirby ◽  
Ziye Nie
Keyword(s):  
Trading Activity ◽  
Short Term
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