Three Essays on Derivative Open Interest and Volume

Access status:

USyd Access

Field	Value	Language
dc.contributor.author	Wu, Jiashun
dc.date.accessioned	2024-03-25T06:48:05Z
dc.date.available	2024-03-25T06:48:05Z
dc.date.issued	2024	en
dc.identifier.uri	https://hdl.handle.net/2123/32410
dc.description.abstract	This thesis contains three essays that are related to trader open interest and volume in derivatives. The first essay analyses the link between subsequent commodity futures returns and net open interest by hedgers from different commodity derivatives. The second essay investigates how customer volume in two index options predicts subsequent market returns. The third essay explores trading activity in stock weekly options around corporate events.	en
dc.language.iso	en	en
dc.subject	Derivative markets	en
dc.subject	Derivative traders	en
dc.subject	New derivatives	en
dc.subject	Open interest	en
dc.subject	Volume	en
dc.title	Three Essays on Derivative Open Interest and Volume	en
dc.type	Thesis
dc.type.thesis	Doctor of Philosophy	en
dc.rights.other	The author retains copyright of this thesis. It may only be used for the purposes of research and study. It must not be used for any other purposes and may not be transmitted or shared with others without prior permission.	en
usyd.faculty	The University of Sydney Business School	en
usyd.department	Discipline of Finance	en
usyd.degree	Doctor of Philosophy Ph.D.	en
usyd.awardinginst	The University of Sydney	en
usyd.advisor	Westerholm, Peter
usyd.include.pub	No	en