Showing 1 - 10 of 17,061
Persistent link: https://www.econbiz.de/10003978398
Informationen gewinnen als betriebliche Ressource eine immer größer werdende Bedeutung. Daraus ergibt sich für das Management einer Organisation die Herausforderung, organisationale Strukturen zu gestalten, die dieser zunehmenden Bedeutung Rechnung tragen, um somit diese Ressource erfolgreich...
Persistent link: https://www.econbiz.de/10001772873
We develop statistical methods to detect informed trading in options markets. We apply these methods to 31 companies from various sectors over 14 years analyzing approximately 9.6 million option prices. We find that option informed trading tends to cluster prior to certain events, takes place...
Persistent link: https://www.econbiz.de/10009314008
This appendix extends the empirical results in Chesney, Crameri, and Mancini (2011). Informed trading activities on put and call options are analyzed for 19 companies in the banking and insurance sectors from January 1996 to September 2009. Our empirical findings suggest that certain events such...
Persistent link: https://www.econbiz.de/10009314012
Persistent link: https://www.econbiz.de/10012195758
Persistent link: https://www.econbiz.de/10009231511
Persistent link: https://www.econbiz.de/10000916150
Persistent link: https://www.econbiz.de/10002098571
are illustrated numerically for a variety of utility functions commonly used in decision theory …
Persistent link: https://www.econbiz.de/10014166100
Persistent link: https://www.econbiz.de/10003489783