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Empirical study on information asymmetry based on Chinese forward exchange rate market

Wang, Xi; Yang, Jiaohui - In: China & world economy 20 (2012) 4, pp. 74-91

Persistent link: https://www.econbiz.de/10009688114

Information aggregation, security design, and currency swaps

Chowdhry, Bhagwan; Grinblatt, Mark; Levine, David K. - In: Journal of political economy 110 (2002) 3, pp. 609-633

Persistent link: https://www.econbiz.de/10001688142

Information aggregation, security design and currency swaps

Chowdhry, Bhagwan; Grinblatt, Mark; Levine, David K. - 2002

Persistent link: https://www.econbiz.de/10001646757

Information Aggregation, Security Design and Currency Swaps

Chowdhry, Bhagwan - 2004

securities are derivative contracts that are contingent on state variables that influence adverse selection costs. This is … because the netting of cash flows in these derivative contracts, in effect, alters the state-by-state seniority of different …

Persistent link: https://www.econbiz.de/10012786186

Information Aggregation, Security Design and Currency Swaps

Chowdhry, Bhagwan - 2002

Persistent link: https://www.econbiz.de/10012469969

Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

Bernales, Alejandro - 2019

We show evidence of a liquidity searching behaviour of informed investors in option listings, which was also found by Collin-Dufresne and Fos (2015) using stock markets. Nevertheless, and differently from Collin-Dufresne and Fos (2015), we find that the option bid-ask spread may be still a good...

Persistent link: https://www.econbiz.de/10012892614