Who and what drives informed options trading after the market opens?
Year of publication: |
2022
|
---|---|
Authors: | Kang, Jongho ; Kang, Jangkoo ; Lee, Jaeram |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 3, p. 338-364
|
Subject: | intraday trading | options | order imbalance | stock return predictability | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Wertpapierhandel | Securities trading |
-
Why does the option to stock volume ratio predict stock returns?
Ge, Li, (2016)
-
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar, (2015)
-
Information content of order imbalance in an order-driven market : Indian evidence
Tripathi, Abhinava, (2021)
- More ...
-
Who and what drives informed options trading after the market opens?
Kang, Jongho, (2021)
-
Market versus limit orders of speculative high-frequency traders and price discovery
Kang, Jongho, (2022)
-
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram, (2015)
- More ...