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Are put-call ratios a substitute for short sales?
Blau, Benjamin; Brough, Tyler J. - In: Review of derivatives research 18 (2015) 1, pp. 51-73
Persistent link: https://www.econbiz.de/10011414109
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Who and what drives informed options trading after the market opens?
Kang, Jongho; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 42 (2022) 3, pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
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Trading behavior of retail investors in derivatives markets : evidence from Mini options
Li, Yubin; Zhao, Chen; Zhong, Zhaodong - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013256448
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Comparing the information in short sales and put options
Blau, Benjamin; Wade, Chip - In: Review of quantitative finance and accounting 41 (2013) 3, pp. 567-583
Persistent link: https://www.econbiz.de/10010188234
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The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
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An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.; Fung, Scott; Tsai, Shih-Chuan - In: Review of derivatives research 21 (2018) 3, pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
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Algorithmic market making for options
Baldacci, Bastien; Bergault, Philippe; Guéant, Olivier - In: Quantitative finance 21 (2021) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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Deep learning option price movement
Wang, Weiguan; Xu, Jia - In: Risks : open access journal 12 (2024) 6, pp. 1-17
order book, using machine learning tools. The applicability of such tools on the options market is currently missing. On an … intraday tick-level dataset of options on an exchange traded fund from the Chinese market, we apply a variety of machine …
Persistent link: https://www.econbiz.de/10014636721
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Order flows, investor sentiments and feedback trade in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K. - In: Journal of quantitative economics 18 (2020) 4, pp. 767-782
Persistent link: https://www.econbiz.de/10012418879
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The short trading day anomaly
Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80
Persistent link: https://www.econbiz.de/10011663224