The effect of exchange trading of gold options on the volatility of the underlying asset

Tschoegl, Adrian E.

The effect of exchange trading of gold options on the volatility of the underlying asset

dc.contributor.author	Tschoegl, Adrian E.	en_US
dc.date.accessioned	2006-04-07T17:55:53Z
dc.date.available	2006-04-07T17:55:53Z
dc.date.issued	1982	en_US
dc.identifier.citation	Tschoegl, Adrian E. (1982)."The effect of exchange trading of gold options on the volatility of the underlying asset." Economics Letters 9(1): 77-80. <http://hdl.handle.net/2027.42/24091>	en_US
dc.identifier.uri	http://www.sciencedirect.com/science/article/B6V84-45D0N31-2N/2/d67d9896aa3539438f2ed59f2c9b238f	en_US
dc.identifier.uri	https://hdl.handle.net/2027.42/24091
dc.description.abstract	On April 2, 1981 the European Options Exchange introduced options on gold. Data for the period immediately before and after is consistent with the effect being to reduce the daily price volatility of the underlying asset.	en_US
dc.format.extent	216080 bytes
dc.format.extent	3118 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	text/plain
dc.language.iso	en_US
dc.publisher	Elsevier	en_US
dc.title	The effect of exchange trading of gold options on the volatility of the underlying asset	en_US
dc.type	Article	en_US
dc.rights.robots	IndexNoFollow	en_US
dc.subject.hlbsecondlevel	Economics	en_US
dc.subject.hlbtoplevel	Business	en_US
dc.description.peerreviewed	Peer Reviewed	en_US
dc.contributor.affiliationum	University of Michigan, Ann Arbor, MI 48109, USA	en_US
dc.description.bitstreamurl	http://deepblue.lib.umich.edu/bitstream/2027.42/24091/1/0000347.pdf	en_US
dc.identifier.doi	http://dx.doi.org/10.1016/0165-1765(82)90100-8	en_US
dc.identifier.source	Economics Letters	en_US
dc.owningcollname	Interdisciplinary and Peer-Reviewed

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