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Determinants of strategic options in multinational market competition

✍ Scribed by Hao Ma


Book ID
114356183
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
119 KB
Volume
5
Category
Article
ISSN
1075-4253

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Traders' strategic behavior in an index
✍ Kyong Shik Eom; Sang Buhm Hahn πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 288 KB

## Abstract We analyze traders' strategic behavior in an index options market, examining the relationships among expected duration, frequency of trades, trade size, and time to maturity using a modified ACD model. Using intraday data at‐the‐money put and call options, we obtain the following result