๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Simple Trading Rules and the Market for Internet Stocks

โœ Scribed by Wai Mun Fong; Yat Wai Ho


Book ID
108565443
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
135 KB
Volume
2
Category
Article
ISSN
1369-412X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The new market for volatility trading
โœ Jin E. Zhang; Jinghong Shu; Menachem Brenner ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 478 KB

## Abstract This study analyses the new market for trading volatility; VIX futures. We first use market data to establish the relationship between VIX futures prices and the index itself. We observe that VIX futures and VIX are highly correlated; the term structure of average VIX futures prices is