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Applied Financial Economics Volume 14, 2004 - Issue 16
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Original Articles

The informational role of option trading volume in the S&P 500 futures options markets

Ghulam Sarwar
Pages 1197-1210 | Published online: 02 Feb 2007

Citations (5)

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Read on this site (2)

Khalid Al-Saad & Imad A. Moosa. (2008) Asymmetry in the price–volume relation: evidence based on individual company stocks traded in an emerging stock market. Applied Financial Economics Letters 4:2, pages 151-155.
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Eui Jung Chang & Benjamin Miranda Tabak. (2007) Are implied volatilities more informative? The Brazilian real exchange rate case. Applied Financial Economics 17:7, pages 569-576.
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Articles from other publishers (3)

Shailesh Rastogi, Vikas Tripathi & Sunaina Kuknor. (2021) Informational role of futures volume for spot volatility. Pacific Accounting Review 34:1, pages 49-69.
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Xianming Fang. (2009) Notice of Retraction: The Over-Speculation Behavior and Arbitrage Opportunities in China Equity Warrant Market: The Empirical Evidence from the Baotou Steel Equity Warrant. Notice of Retraction: The Over-Speculation Behavior and Arbitrage Opportunities in China Equity Warrant Market: The Empirical Evidence from the Baotou Steel Equity Warrant.
Dallas Brozik. (2011) The Volume Profile of Call Options. SSRN Electronic Journal.
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