Volatility Information Trading in the Option Market

Journal of Finance

Volumn 63, Issue 3, 2008, Pages 1059-1091

  Ni, Sophie X ^a   Pan, Jun ^b   Poteshman, Allen M ^c  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 43649095300     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2008.01352.x     Document Type: Article

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