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The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the … accounts for prescient pricing behavior in options relative to stocks. …
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priced differently depending on whether it is based on options with strikes close to the current price of the underlying or … far-out-of-the-money options. The findings provide novel insights in the joint interaction between option and equity …Wie interagieren Options und Aktienmärkte miteinander? Die vorliegende Dissertation beantwortet diese Frage aus drei …
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