Volatility discovery and volatility quoting on markets for options and warrants

Rainer Baule*, Bart Frijns, Milena E. Tieves

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)758-774
Number of pages17
JournalJournal of Futures Markets
Volume38
Issue number7
DOIs
Publication statusPublished - Jul 2018
Externally publishedYes

Keywords

  • bank-issued warrants
  • information share
  • options
  • retail investors
  • VDAX-NEW
  • volatility discovery

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