Keywords: Spot volatility
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Journal Articles
Pacific Accounting Review (2022) 34 (1): 49–69.
Published: 18 August 2021
...Shailesh Rastogi; Vikas Tripathi; Sunaina Kuknor Purpose The paper aims to explore the informational role of futures volume in the simultaneous relationship between option volume and spot volatility to forecast the volatility of the underlying asset. Design/methodology/approach The generalized...

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