Investor Behavior in the Option Market
收藏数据链接：
官方服务：
资源简介：
This paper investigates the behavior of investors in the equity option market using a unique and detailed dataset of open interest and volume for all contracts listed on the Chicago Board Options Exchange over the 1990 through 2001 period. We document major stylized facts about the option market
提供机构：
美国国家经济研究局创建时间：
2004-02-01
