Option Net Buying Pressure and Implied Volatility
碩士 === 國立屏東科技大學 === 財務金融研究所 === 97 === This paper is different form Bollen and Whaley (2004) on net buying pressure. We define the difference between the number of buyer-motivated contracts traded each day and the number of seller-motivated contracts traded. If trades executed at a price above (belo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/70456622941392744658 |