Journal of Financial Markets Vol. 20 2014

The delta- and vega-related information content of near-the-money option market trading activity

Thomas Rourke

Duquesne University

DOI

10.1016/j.finmar.2014.01.002

Volume

20

Pages

175-193

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓