The Asymmetric Effect of Implied Volatility on Liquidity Provision

Research output: Working paper

Original languageEnglish
DOIs
Publication statusPublished - 2018

Cite this

@techreport{e50e31b1757c46cf9fd86afd5b4f157f,
title = "The Asymmetric Effect of Implied Volatility on Liquidity Provision",
author = "Daniel Cahill and Wenling Yang and Marvin Wee and Kingsley Fong",
year = "2018",
doi = "10.2139/ssrn.2909722",
language = "English",
type = "WorkingPaper",

}

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 -