Alfred H.S. Wong

Charles Sturt University

Panorama Avenue

Bathurst, NSW 2678

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

122

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Predictability of Implied Volatility: Evidence from the Over-the-counter Currency Option Markets

Number of pages: 36 Posted: 26 Aug 2011
Alfred H.S. Wong, Richard A. Heaney and Amalia Di Iorio
Charles Sturt University, University of Western Australia and La Trobe Business School
Downloads 68 (367,391)

Abstract:

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implied volatility, currency option, over-the-counter, market Efficiency

2.

Information Asymmetry Effect and FX Options Bid-Ask Spreads

30th Australasian Finance and Banking Conference 2017
Number of pages: 25 Posted: 18 Aug 2017 Last Revised: 09 Jan 2018
Alfred H.S. Wong
Charles Sturt University
Downloads 54 (411,920)

Abstract:

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Bid-Ask Spread, Information Asymmetry, New Announcements, Informed Option Trading