Volatility Information Trading in the Option Market¶
Bibliographic record. Follow the original-source link for the publication.
| Field | Value |
|---|---|
| Topics | volatility, microstructure |
| Authors | SOPHIE X. NI, JUN PAN, ALLEN M. POTESHMAN |
| Published | 2008-05-09 |
| Source | The Journal of Finance |
| Identifiers | doi:10.1111/j.1540-6261.2008.01352.x |
| URL | Open original source |