Traders' strategic behavior in an index options market

Article Abstract:

The strategic behavior of traders in the (Korea Composite Stock Price Index) KOSPI 200 index options market is analyzed. The relationships among expected duration, frequency of trade, trade size and time to maturity are examined using a modified ACD model.

Traders

---

Testing range estimators of historical volatility

Article Abstract:

The proportional performances of several historical unpredictability estimators that comprise daily trading range in share markets are investigated.

Methods, Evaluation, Prediction theory, Volatility

---

Futures trading, spot market volatility and market efficiency: The case of the Korean index futures markets

Article Abstract:

The effect of introducing index futures trading in Korean markets on spot price volatility and market efficiency is examined.

Index funds

Similar abstracts:

• Abstracts: Stock index futures listing and structural change in time-varying volatility
• Abstracts: Prospective respondent integrity behavior in replying to direct mail questionnaires: A contributor in overestimating nonresponse rates
• Abstracts: Managing in a coaching style. Creativity in the marketplace in praise of an organically embedded creative shift
• Abstracts: For the Sake of Argument: Towards an Understanding of Rhetoric as Process. Management Research Based on the Paradigm of the Design Sciences: The Quest for Field-Tested and Grounded Technological Rules
• Abstracts: Two speed economy. Building on reform. Lucky breaks, big mistakes

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.