"The Informational Content of High-Frequency Option Prices."

Diego Amaya, Jean-François Bégin, Geneviève Gauthier (2022)

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DOI: 10.1287/MNSC.2020.3949

access: closed

type: Journal Article

metadata version: 2022-04-27

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Diego Amaya, Jean-François Bégin, Geneviève Gauthier:
The Informational Content of High-Frequency Option Prices. Manag. Sci. 68(3): 2166-2201 (2022)

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