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Reputation Effects in Trading on the New York Stock Exchange

✍ Scribed by ROBERT BATTALIO; ANDREW ELLUL; ROBERT JENNINGS


Book ID
109176395
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
250 KB
Volume
62
Category
Article
ISSN
0022-1082

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Additional evidence is provided on expiration effects in the Ibex 35 stock index futures market using realized volatility as proposed by T. G. Andersen, T. Bollerslev, F. X. Diebold, and P. Labys (2003). Findings reveal not only a significant increase in spot trading activity, but also the existence