Correction to: Pairs trading in the index options market

被引:0
|
作者
Marianna Brunetti
Roberta De Luca
机构
[1] University of Rome Tor Vergata,
[2] CEFIN & CEIS,undefined
[3] Bank of Italy,undefined
关键词
D O I
10.1007/s40822-023-00226-y
中图分类号
学科分类号
摘要
引用
收藏
页码:175 / 176
页数:1
相关论文
共 50 条
  • [1] Pairs trading in the index options market
    Brunetti, Marianna
    De Luca, Roberta
    [J]. EURASIAN ECONOMIC REVIEW, 2023, 13 (1) : 145 - 173
  • [2] Pairs trading in the index options market
    Marianna Brunetti
    Roberta De Luca
    [J]. Eurasian Economic Review, 2023, 13 : 145 - 173
  • [3] Pairs trading in the index options market (vol 13, pg 145, 2023)
    Brunetti, Marianna
    De Luca, Roberta
    [J]. EURASIAN ECONOMIC REVIEW, 2023,
  • [4] Volatility information trading in the index options market: An intraday analysis
    Yang, Heejin
    Kutan, Ali M.
    Ryu, Doojin
    [J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 64 : 412 - 426
  • [5] On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index
    Fernandez-Perez, A.
    Lopez-Garcia, M. N.
    Ramos-Requena, J. P.
    [J]. ESTUDIOS DE ECONOMIA APLICADA, 2020, 38 (03):
  • [6] INFORMED TRADING IN THE INDEX OPTION MARKET: THE CASE OF KOSPI 200 OPTIONS
    Ann, Hee-Joon
    Kang, Jangkoo
    Ryu, Doojin
    [J]. JOURNAL OF FUTURES MARKETS, 2008, 28 (12) : 1118 - 1146
  • [7] Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market
    Hsieh, Wen-liang G.
    He, Huei-Ru
    [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2014, 31 : 187 - 215
  • [8] Information content of investor trading behavior: Evidence from Taiwan index options market
    Lee, Yen-Hsien
    Wang, David K.
    [J]. PACIFIC-BASIN FINANCE JOURNAL, 2016, 38 : 149 - 160
  • [9] Competition, interlisting and market structure in options trading
    Khoury, Nabil
    Perrakis, Stylianos
    Savor, Marko
    [J]. JOURNAL OF BANKING & FINANCE, 2011, 35 (01) : 104 - 117
  • [10] Options trading when the underlying market is not transparent
    Board, J
    Sutcliffe, C
    [J]. JOURNAL OF FUTURES MARKETS, 1998, 18 (02) : 225 - 242