The impact of short sale restrictions on informed trading in the stock and options markets
Year of publication: |
January 2016
|
---|---|
Authors: | Le, Van ; Zurbruegg, Ralf |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 41.2016, p. 262-273
|
Subject: | Short sale restrictions | Options | Price discovery | Informed trading | Börsenkurs | Share price | Leerverkauf | Short selling | Optionsgeschäft | Option trading | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information | Optionspreistheorie | Option pricing theory |
-
Comparing the information in short sales and put options
Blau, Benjamin, (2013)
-
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat, (2011)
-
Informed trading in the CDS and OTM put option markets
Hu, May, (2022)
- More ...
-
The role of trading volume in volatility forecasting
Le, Van, (2010)
-
Forecasting option smile dynamics
Le, Van, (2014)
-
The role of trading volume in volatility forecasting
Le, Van, (2010)
- More ...