What Drives Index Options Exposures?

DOI10.1093/ROF/RFW061MaRDI QIDQ5237854zbMATH OpenOpenAlexFDO

Authors

Publication date 25 October 2019

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfw061

zbMATH Keywords

derivatives riskindex optionsquantities

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(3)

• Is trading in the shortest-term index options profitable?
• Tail risk aversion and backwardation of index futures
• Decomposing informed trading in equity options

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