Advanced search
Publication Cover
Applied Economics Letters Volume 29, 2022 - Issue 4
Submit an article Journal homepage
376
Views
5
CrossRef citations to date
0
Altmetric
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)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

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.
Read now

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.
Crossref
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.
Crossref
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.
Crossref
Doojin Ryu & Jinyoung Yu. (2021) Informed options trading around holidays. Journal of Futures Markets 41:5, pages 658-685.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.