We exploit the information in the options market to study the variations of return risk and market prices of different … increase in market price coincided with an increased imbalance in open interest between put and call options. …

information contents of trading activities in derivatives markets. Both theoretical and empirical research on options market and …

lower price errors in the underlying. The more popular options are, the more quickly information is incorporated in the …

lower price errors in the underlying. The more popular options are, the more quickly information is incorporated in the …

This study examines the hedging effectiveness of the emerging Greek options market before and after the financial … significant impact on the Greek options market, as evidenced by more pronounced violations of theoretical predictions observed in …

Recent changes in farm policy have renewed interest in using marketing strategies based on futures and options markets … theory of the behavior of futures and options markets, the efficient market hypothesis. The following conclusion is reached …

that the futures contracts, the call futures options and the put futures options can be matched within a one … opportunities is very limited due to the small trading volumes of the futures and options contracts. Thus, we conclude that there is … no strong evidence against the arbitrage efficiency between the SPI index futures and options markets in Australia …

earns abnormal returns of 1.55% through the end of the quarter. Net of fees, hedge funds using options deliver higher …