Who Moved my VIX - A High Frequency Study on VIX Expiration Days

  • Liu, Frank (Chief Investigator)
  • Smith, Tom (Investigator 02)

Project Details

StatusFinished
Effective start/end date1/07/14 → 30/06/15

Funding

  • Accounting & Finance Association of Australia & New Zealand (AFAANZ): AUD2,332.00
  • Accounting & Finance Association of Australia & New Zealand (AFAANZ): AUD2,293.00
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