The role of implied volatility in liquidity provision
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DOI: 10.1177/0312896219833423
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More about this item
Keywords
Earnings announcement; implied volatility; liquidity provision; market depth;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
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