Subject
Economics and Econometrics,Finance
Reference32 articles.
1. Bitmex bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness;Alexander;J. Futures Mark.,2020
2. Hedging with bitcoin futures: The effect of liquidation loss aversion and aggressive trading;Alexander,2021
3. The role of binance in bitcoin volatility transmission;Alexander,2021
4. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Rev. Financ. Stud.,2003
5. Does net buying pressure affect the shape of implied volatility functions?;Bollen;J. Finance,2004
Cited by
15 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献