The interaction between trading volume of stocks and options: Some statistical evidence
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Cited by:
- Lee, Mingchih & Chen, Chun-Da, 2005. "The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 587-603.
- Gunther Capelle-Blancard & Séverine Vandelanoite, 2000.
"Intraday relations between CAC 40 cash index and CAC 40 index options [Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs info,"
Post-Print
halshs-03727911, HAL.
- Gunther Capelle-Blancard & Séverine Vandelanoite, 2000. "Intraday relations between CAC 40 cash index and CAC 40 index options [Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs info," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03727911, HAL.
- Gunther Capelle-Blancard & Séverine Vandelanoite, 2002.
"Relations intrajournalières entre l'indice CAC 40 et les options sur indice : Quel est le marché préféré des investisseurs informés ?,"
Annals of Economics and Statistics, GENES, issue 66, pages 143-177.
- Gunther Capelle-Blancard & Severine Vandelanoite, 2000. "Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?," Cahiers de la Maison des Sciences Economiques bla00110, Université Panthéon-Sorbonne (Paris 1).
- Capelle-Blancard, G. & Vandelanoite, S., 2000. "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications 2000.110, Université Panthéon-Sorbonne (Paris 1).
- Teppo Martikainen & Vesa Puttonen, 1996. "Sequential information arrival in the Finnish stock index derivatives markets," The European Journal of Finance, Taylor & Francis Journals, vol. 2(2), pages 207-217.
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