Option Dealer Flows' Impact on Equity Returns
Dealers' hedging in options significantly impacts market trends, with a higher sensitivity to implied volatility changes than underlying equity movements.
Featured in No. 30 on 20 Dec 2023 · 1 day after release
- Released
- 19 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 51
- Identifier
- SSRN 4669282
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