Open AccessInformation Contents of Call/Put Trading Value Ratio and Volatility Spread in the Korean ELW Market
Author(s) -
Sangki Lee
Publication year - 2017
Publication title -
the korean journal of financial management
Language(s) - English
Resource type - Journals
eISSN - 2734-0759
pISSN - 1225-0759
DOI - 10.22510/kjofm.2017.34.2.007
Subject(s) - volatility (finance) , financial economics , high frequency trading , business , algorithmic trading , econometrics , monetary economics , economics
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