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Applied Economics Letters Volume 29, 2022 - Issue 4
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Research Article

Intraday option price changes and net buying pressure

Doojin Ryua College of Economics, Sungkyunkwan University, Seoul, KoreaORCID Iconhttps://orcid.org/0000-0002-0059-4887View further author information
ORCID Icon &
Heejin Yangb Department of Global Economics and Commerce, Dongguk University Gyeongju Campus, Gyeongsangbuk-do, KoreaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2479-459XView further author information
ORCID Icon
Pages 292-297 | Published online: 22 Dec 2020

Citations (5)

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Read on this site (1)

Heejin Yang. (2021) Investor sentiment and market dynamics: Evidence from index futures markets. Investment Analysts Journal 50:4, pages 258-272.
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Articles from other publishers (4)

Joonhyuk Song, Doojin Ryu & Jinyoung Yu. (2022) Changes in the options contract size and arbitrage opportunities. Journal of Futures Markets 43:1, pages 122-137.
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Xingguo Luo, Wenye Cai & Doojin Ryu. (2022) Information contents of intraday SSE 50 ETF options trades. Journal of Futures Markets 42:4, pages 580-604.
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Chen-Cheng ChienChun-Nan Chen. (2021) The Informational Response of Different Investor Types on Futures Return Fluctuations: Evidence from Taiwan’s Index Futures Market. WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 18, pages 1339-1348.
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Doojin Ryu & Jinyoung Yu. (2021) Informed options trading around holidays. Journal of Futures Markets 41:5, pages 658-685.
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