The Asymmetric Effect of Implied Volatility on Liquidity Provision

Daniel Cahill, Wenling Yang, Marvin Wee, Kingsley Fong

Research output: Working paper

Original languageEnglish
DOIs
Publication statusPublished - 2018

Cite this

Cahill, Daniel ; Yang, Wenling ; Wee, Marvin ; Fong, Kingsley. / The Asymmetric Effect of Implied Volatility on Liquidity Provision. 2018.
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author = "Daniel Cahill and Wenling Yang and Marvin Wee and Kingsley Fong",
year = "2018",
doi = "10.2139/ssrn.2909722",
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Cahill, D, Yang, W, Wee, M & Fong, K 2018 'The Asymmetric Effect of Implied Volatility on Liquidity Provision'. https://doi.org/10.2139/ssrn.2909722

The Asymmetric Effect of Implied Volatility on Liquidity Provision. / Cahill, Daniel; Yang, Wenling; Wee, Marvin; Fong, Kingsley.

2018.

Research output: Working paper

TY - UNPB

T1 - The Asymmetric Effect of Implied Volatility on Liquidity Provision

AU - Cahill, Daniel

AU - Yang, Wenling

AU - Wee, Marvin

AU - Fong, Kingsley

PY - 2018

Y1 - 2018

U2 - 10.2139/ssrn.2909722

DO - 10.2139/ssrn.2909722

M3 - Working paper

BT - The Asymmetric Effect of Implied Volatility on Liquidity Provision

ER -

Cahill D, Yang W, Wee M, Fong K. The Asymmetric Effect of Implied Volatility on Liquidity Provision. 2018. https://doi.org/10.2139/ssrn.2909722

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