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    Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market 

    Guozhou, L.; Gan, Christopher; Treepongkaruna, S. (Institute for Business and Finance Research, LLC, 2009)
    This paper examines the impact of net buying pressure and the event of 9/11 on the implied volatility of the U.K. FTSE 100 (Financial Times and the London Stock Exchange) index options. Our findings indicate that when ...
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    Author
    Gan, Christopher (1)
    Guozhou, L. (1)Treepongkaruna, S. (1)Keyword
    1402 Applied Economics (1)
    140210 International Economics and International Finance (1)
    1501 Accounting, Auditing and Accountability (1)1502 Banking, Finance and Investment (1)150203 Financial Institutions (incl. Banking) (1)FTSE (1)
    stock markets (1)
    volatility (1)... View MoreDate Issued
    2009 (1)
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