Woo, Mincheol; Kim, Meong Ae - In: Journal of derivatives and quantitative studies 29 (2021) 4, pp. 280-300
Informed traders may prefer the options market to the stock market for reasons including the leverage effect …' behavior in the options market. In this study, we examine whether the trading volume ratios of single stock options have the … of options written on those stocks, we investigate the relation between the option ratios, which are the call option …