Quote changesWe investigate the informational role of trading volume and quote changes in VIX options with regard to future movements in the index, based upon a high-frequendoi:10.2139/ssrn.2961164Tsai, Wei-CheChiu, Ying-TzuWang, Yaw-HueiSocial Science Electronic Publishing...
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C If DPREPI was successful, move YH to end of required space for WM. --- LYHN = LWM + LENWK IF (LYHN .GT. LYH) RETURN LYHD = LYH - LYHN IF (LYHD .EQ. 0) GO TO 20 IMAX = LYHN - 1 + LENYHM DO 10 I=LYHN,IMAX 10 RWORK(I) = RWORK(I+LYHD) LYH = LYHN C R...
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Latest on VXZ:YH: The Next Big Short And Potential Cause For Market Decline VXZ Fund Profile iPath Series B S&P 500 VIX Mid-Term Futures ETN is an exchange traded note launched by Barclays Bank PLC. The note seeks to track the performance of the S&P 500 VIX Mid-Term Futures Index TR...
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