García Martín, C. José; Herrero Piqueras, Begoña; … - In: Estudios de Economía 43 (2016) 2, pp. 233-263
This study investigates the informational role of thin options markets, specifically the Spanish options market. Firstly, we examine the effect of options markets by analysing stock market reaction to earnings news, conditional on the availability of options markets. Secondly, we examine options...
