𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Strategic Behavior in the International Burley Tobacco Market

✍ Scribed by Orlando D. Chambers; Michael R. Reed; William M. Snell


Book ID
114126512
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
65 KB
Volume
22
Category
Article
ISSN
0161-8938

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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