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Three essays inferring prospective and retrospective information based on options trading activities and a new theoretical approach on multivariate subordination of Lévy processes
Crameri, Remo - 2010
It is a well-known and extensively studied phenomenon that market participants in possession of private information actively trade in the stock market. Less known and researched are informed trading activities in the options market. Nevertheless, various incentives such as low initial capital,...
Persistent link: https://www.econbiz.de/10008991645
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Information revelation through option exercise
Grenadier, Steven R. - In: The review of financial studies 12 (1999) 1, pp. 95-129
Persistent link: https://www.econbiz.de/10001353471
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Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10001366194
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Information asymmetry and options trading
Ma, Christopher K. - In: The financial review : the official publication of the … 23 (1988) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001061465
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Asymmetric information and options
Back, Kerry E. - In: The review of financial studies 6 (1993) 3, pp. 435-472
Persistent link: https://www.econbiz.de/10001159890
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Insider and liquidity trading in stock and options markets
Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
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Trading breaks and asymmetric information : the option markets
Kaplanski, Guy; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
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Options market makers' hedging and informed trading : theory and evidence
Huh, Sahn-Wook; Lin, Hao; Mello, António S. - In: Journal of financial markets 23 (2015), pp. 26-58
Persistent link: https://www.econbiz.de/10011377487
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Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro; Cañón, Carlos Iván; Verousis, Thanos - In: Finance research letters 25 (2018), pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
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Estimating the value of information
Kadan, Ohad; Manela, Asaf - In: The review of financial studies 32 (2019) 3, pp. 951-991
Persistent link: https://www.econbiz.de/10012033526