The information content of net buying pressure: Evidence from the KOSPI 200 index option market

Journal of Financial Markets

Volumn 11, Issue 1, 2008, Pages 36-56

  Kang, Jangkoo ^a   Park, Hyoung Jin ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

Author keywords

Implied volatility; KOSPI 200 option market; Learning hypothesis; Net buying pressure

Indexed keywords

EID: 38049074831     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2007.01.001     Document Type: Article

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