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Volatility Information Trading in the Option Market
Sophie Xiaoyan Ni
, Jun Pan
, Allen M. Poteshman
Department of Accountancy, Economics and Finance
Research output
:
Contribution to journal
›
Journal article
›
peer-review
145
Citations (Scopus)
Overview
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Dive into the research topics of 'Volatility Information Trading in the Option Market'. Together they form a unique fingerprint.
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Keyphrases
Stock Market Volatility
100%
Volatility
100%
Options Markets
100%
Information Trading
100%
Volatility Information
100%
Underlying Stocks
50%
Market Maker
50%
Trading Volume
50%
Option Price
50%
Price Impact
50%
Earnings Announcements
50%
Non-market
50%
Futures Volatility
50%
Informational Asymmetry
50%
Volatility Uncertainty
50%
Informed Trading
50%
Equity Options
50%
Net Demand
50%
Economics, Econometrics and Finance
Volatility
100%
Price
28%
Trading Volume
14%
Earnings Announcement
14%
Equity Option
14%