We have benefited from comments and suggestions by an anonymous referee, Björn Hagströmer, Jonas Söderberg, Dragon Tang, Goran Zafirov, and seminar participants at Stockholm University and the 4th International Conference on Asia-Pacific Financial Markets in Seoul, 2009. The study was honored with the WOORI Investments & Securities Co., Ltd. Outstanding Paper Award at the 4th International Conference on Asia-Pacific Financial Markets in Seoul, 2009. Both authors are grateful to the Jan Wallander and Tom Hedelius foundation and the Tore Browaldh foundation for research support.
Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?†
Version of Record online: 12 JAN 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 1, pages 47–74, January 2012
How to Cite
Nordén, L. and Xu, C. (2012), Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?. J. Fut. Mark., 32: 47–74. doi: 10.1002/fut.20507
- Issue online: 4 NOV 2011
- Version of Record online: 12 JAN 2011
- Manuscript Accepted: NOV 2010
- Manuscript Received: OCT 2010
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!