Trader Types and Volume-Volatility Relation
Market conditions, trader types and price–volume relation in energy futures markets
... trading volume series for different maturities are obtained from Datastream and cover the period 3 rd January 1994 to 30 th September ...trading volume series with 1 to 6 months to maturity are ...
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Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets
... the volume-volatility ...trading volume and price volatility increases with the dispersion of traders’ expecta- tions about fundamental ...both volatility and volume relative to ...
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The Impact of Trader Behavior on Options Price Volatility
... different trader typesin the options market, this investigation conducts an empirical study examiningthe impact of trader typeonprice volatility in the TXO options ...price volatility ...
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Evolutionary dynamics in markets with many trader types
... In the last decade, a rapidly increasing interest in multi-agent systems can be observed. Markets viewed as evolutionary adaptive systems with boundedly rational interacting agents have e.g. been studied in Arthur et al. ...
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Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks.
... There are two competing views in the theoretical literature about the role that option markets may play. One view posits that option listings contribute to informational efficiency by helping the market incorporate ...
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The effect of net positions by type of trader on volatility in foreign currency futures markets
... (Tuesday’s) trader position data on the Australian dollar, Canadian dollar, British pound, Deutschmark, Japanese yen, and Swiss franc futures contracts traded on the International Monetary Market (IMM) of the ...
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The effect of net positions by type of trader on volatility in foreign currency futures markets
... (Tuesday’s) trader position data on the Australian dollar, Canadian dollar, British pound, Deutschmark, Japanese yen, and Swiss franc futures contracts traded on the International Monetary Market (IMM) of the ...
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The effect of net positions by type of trader on volatility in foreign currency futures markets
... (Tuesday’s) trader position data on the Australian dollar, Canadian dollar, British pound, Deutschmark, Japanese yen, and Swiss franc futures contracts traded on the International Monetary Market (IMM) of the ...
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THE RETURN-IMPLIED VOLATILITY RELATION FOR COMMODITY ETFS
... a trader makes an emotional association with the trading decision such that a “good affect” or “bad affect” label is determined by the success of the ...a trader believes the market is affected by fear due ...
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Trading volume and volatility in the Boursa Kuwait
... the volume-return relation and the role of lagged intraday volatility in forecasting stock volatility reveals two important ...the relation in developed markets, emerging markets have ...
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Exploring Relation Types for Literature-based Discovery
... to relation identi- fication and studied them within an LBD ...sheer volume of hidden knowl- edge produced exceeds human capacity to review ...in relation identification for LBD provides significant ...
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Exploring relation types for literature-based discovery
... to relation identi- fication and studied them within an LBD ...sheer volume of hidden knowl- edge produced exceeds human capacity to review ...in relation identification for LBD provides significant ...
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VOLATILITY OF MUTUAL FUNDS RETURN IN RELATION TO ITS COMPOSITION
... other types of ...a relation between sector holdings and fund performance during business cycle fluctuations and Correlate various factors with return ...
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The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
... poral volume-volatility ...“liquidity trader”) trades only in need of ...larger volatility in the following ...current volatility and lagged trading volume is likely to be ...
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The Relation between Implied Volatility Index and Crude Oil Prices
... implied volatility index ...the volatility feedback effect holds good for the OVX ...implied volatility tends to remain calm during the global financial crises and higher throughout the post crisis ...
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The relation between SPX options and the CBOE-listed volatility derivatives
... The daily VIX options market data employed in this paper are from March 22, 2006 to June 8, 2007. Due to zero prices for VIX options on September 6, 2006 and November 10, 2006, we drop data on these two days and have ...
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Volatility estimation and visualization for stock/option trader
... Shin Ichi Aihara et al [1] merken in hun onderzoek op dat ze hun geschatte waarden ook niet kunnen vergelijken met de ‘echte’ waarden, maar dat hun numerieke experimenten er op wijzen da[r] ...
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Evolutionary dynamics in financial markets with many trader types
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Using Implied Volatility And Volume
... implied volatility and volume, this trend-following system attempts to in- corporate current information about the ...implied volatility and volume appear to coincide with market tops, low ...
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TRISOMIC TYPES OF THE TOMATO AND THEIR RELATION TO THE GENES
... I n the present paper two new simple-trisomic and two tetrasomic types of the tomato are described, more evidence is presented concerning the location of known mutant ge[r] ...
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