Market Instability from Option Flows
The speculative use of call options can cause price instability in the underlying asset's market, even with advanced volatility estimators, as per a study using the MinMaSS stability measure.
Featured in No. 33 on 17 Jan 2024 · 2 days after release · 0 citations today
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- 15 Jan 2024
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- No. 33 · 17 Jan 2024
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