Options market makers׳ hedging and informed trading: Theory and evidence
Year of publication: |
2015
|
---|---|
Authors: | Huh, Sahn-Wook ; Lin, Hao ; Mello, Antonio S. |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 23.2015, C, p. 26-58
|
Publisher: |
Elsevier |
Subject: | Options market making | Hedging | Informed trading | Adverse-selection risk | Bid–ask spreads | Daily conditional probability of informed trading |
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