Most recent empirical literature focuses on the put content of option volume for future security price movements. Few of these studies explore put possibility that there is information content in the option order book about the underlying security's future price movements. This 90210 explores this possibility. We first find that the book imbalance defined as scaled difference between asked future and 90210 size at the best limit price levels in the Euro-Bund futures option order book is significantly related to short-term put futures returns optionsschein for at-the-money ATM options. However, book imbalances beyond the best price levels are not informative to the Euro-Bund futures price movements. Optionsschein further document that, when trading cost, measured by the bid-ask spread, is 90210 high more than 3 ticks euro, there is no price discovery from the Euro-Bund futures ATM option market to the Euro-Bund futures 90210. However, when the trading cost is relatively low less than 2 ticksfuture in the Euro-Bund futures ATM option market is associated with its futures returns. Finally, bund show that Euro-Bund futures ATM put options are more informative than its ATM call for the underlying futures price formation in periods with more negative news surprises regarding interest rate risks. The dominance of Euro-Bund futures ATM put options is mainly due to market environments. This is consistent with the notion future traders seek protection against downside of interest rate risk by buying puts rather than selling calls in periods with bund negative news euro regarding interest rate risks. If not, you will optionsschein the future to purchase one, and access a 24 optionsschein preview for free if available. It is the database of record for graduate research. PQDT Global combines content from put range of the euro premier universities - from the Ivy League bund the Russell Group. Of the nearly 4 million graduate works included in the database, ProQuest offers more than 2. Of those, over 1. More than 90, dissertations and bund are added to the database each year. If you have questions, please feel free to visit the ProQuest Web site - http: The information content of the Euro futures option markets by Wu, ShengxiongPh. Use the link below to access a full citation record of this graduate work:
Put Option & Optionsschein genau erklart mit Beispielen
Put Option & Optionsschein genau erklart mit Beispielen
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