Testing the information-based trading hypothesis in the option market : evidence from share repurchases
Year of publication: |
2019
|
---|---|
Authors: | Badshah, Ihsan Ullah ; Koerniadi, Hardjo ; Kolari, James W. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 4/179, p. 1-11
|
Subject: | event study | informed trading | options | share repurchase | US equity market | volatility spread | USA | United States | Aktienrückkauf | Share repurchase | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Aktienoption | Stock option | Schätzung | Estimation | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12040179 [DOI] hdl:10419/239063 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Hao, Qing, (2016)
-
Informed Trading in Option Markets around Accelerated Share Repurchase Announcements
Atisoothanan, Ladshiya, (2017)
-
Lee, Chien-chiang, (2023)
- More ...
-
Badshah, Ihsan Ullah, (2019)
-
Net buying pressure and informed trading in the options market: Evidence from earnings announcements
Badshah, Ihsan Ullah, (2022)
-
Badshah, Ihsan Ullah, (2022)
- More ...