Intraday return measures the return of a financial security during regular trading hours, based on its price change from the ...

Hedge funds, institutional investors, academic researchers now have access to gold standard in options data available intraday, to quickly assess risk and trading strategies, alongside increasing ...

Although intraday volatility has been studied extensively for many asset classes, there are still important questions to be answered: Is the unconditional mean diurnal profile time-invariant? Does ...

OptionMetrics, a historical options database and analytics provider for institutional investors and academic researchers worldwide, has announced availability of IvyDB US – Intraday. This new dataset ...