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Items where Author is "Zhang, Mengyu"

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Number of items: 3.

Article

Zhang, Mengyu and Verousis, Thanos and Kalaitzoglou, Iordanis (2022) Information and the arrival rate of option trading volume. Journal of Futures Markets, 42 (4). pp. 605-644. DOI https://doi.org/10.1002/fut.22299

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos and Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. DOI https://doi.org/10.1002/fut.22066

Thesis

Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.

This list was generated on Sat Jan 28 20:12:13 2023 GMT.