Options market makers' hedging and informed trading : theory and evidence
Year of publication: |
2015
|
---|---|
Authors: | Huh, Sahn-Wook ; Lin, Hao ; Mello, António S. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 23.2015, p. 26-58
|
Subject: | Options market making | Hedging | Informed trading | Adverse-selection risk | Bid-ask spreads | Daily conditional probability of informed trading | Asymmetrische Information | Asymmetric information | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Optionsgeschäft | Option trading | Wertpapierhandel | Securities trading | Informationsökonomik | Economics of information |
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