The impact of net buying pressure on implied volatilities observed from SPI futures options

Christine Ann Brown, Sean Pinder

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)199 - 216
Number of pages18
JournalReview of Futures Markets
Volume14
Issue number2
Publication statusPublished - 2005
Externally publishedYes

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