An Analysis on the Intraday Trading Activity of VIX Derivatives

2017 ◽  
Author(s):  
Dian-Xuan Kao ◽  
Wei-Che Tsai ◽  
Yaw-Huei Wang ◽  
Kuang-Chieh Yen
Keyword(s):  
Trading Activity ◽  
Vix Derivatives

An analysis on the intraday trading activity of VIX derivatives

2017 ◽  
Vol 38 (2) ◽  
pp. 158-174 ◽  
Author(s):  
Dian-Xuan Kao ◽  
Wei-Che Tsai ◽  
Yaw-Huei Wang ◽  
Kuang-Chieh Yen
Keyword(s):  
Trading Activity ◽  
Vix Derivatives

Recent Trends in Trading Activity and Market Quality

CFA Digest ◽  
2011 ◽  
Vol 41 (4) ◽  
pp. 85-87
Author(s):  
Claire Emory
Keyword(s):  
Market Quality ◽  
Trading Activity ◽  
Recent Trends

Short-Term Reversals and Trading Activity

2019 ◽  
Author(s):  
I-Hsuan Ethan Chiang ◽  
Chris Kirby ◽  
Ziye Nie
Keyword(s):  
Trading Activity ◽  
Short Term
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