Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs Article

Hurwitz, Catalina, Mishra, Suchismita, Daigler, Robert T et al. (2022). Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs . 9(3-4), 63-79. 10.3233/AF-200342

keywords

  • Business & Economics
  • Business, Finance
  • DETERMINANTS
  • INDEX
  • MARKETS
  • PRICE DISCOVERY
  • Social Sciences
  • VIX ETPs
  • VIX futures
  • information leadership
  • information share
  • price discovery
  • volatility

Digital Object Identifier (DOI)

publisher

  • IOS PRESS

start page

  • 63

end page

  • 79

volume

  • 9

issue

  • 3-4