Chesney, Marc; Crameri, Remo; Mancini, Loriano - National Centre of Competence in Research - Financial … - 2011
This appendix extends the empirical results in Chesney, Crameri, and Mancini (2011). Informedtrading activities on put and call options are analyzed for 19 companies in the bankingand insurance sectors from January 1996 to September 2009. Our empirical findings suggestthat certain events such as...