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Informed trading, trading strategies and the information content of trading volume : evidence from the Taiwan index options market
Hsieh, Wen-liang G.; He, Huei-Ru - In: Journal of international financial markets, … 31 (2014), pp. 187-215
Persistent link: https://www.econbiz.de/10011299338
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Information Content of Investor Trading Behavior : Evidence from Taiwan Index Options Market
Lee, Yen-Hsien - 2016
In this study, we analyze the information content of the TXO market using decoupled O/S ratio. First, we find that, among four classes of traders, only foreign institutional investors have significant predictive power in the TXO market, thereby providing evidence that foreign investor flows do...
Persistent link: https://www.econbiz.de/10012995300
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
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Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019
This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis … on volatility that depends on the type of investor trading and on the phase of the business cycle. Buy orders appear to … be more informative than sell orders since they mostly lower volatility in the pre-crisis periods, while sell and post …
Persistent link: https://www.econbiz.de/10012138660
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Are broad market shocks anticipated by investors? : evidence from major equity and index options markets
Spyrou, Spyros I. - In: International review of financial analysis 20 (2011) 3, pp. 127-133
Persistent link: https://www.econbiz.de/10009295799
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Information content of order imbalance in the index options market
Sensoy, Ahmet; Omole, John - In: International review of economics & finance : IREF 78 (2022), pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
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The information content of option trading and liquidity risk
Feng, Shih-Ping - In: The international journal of business and finance … 15 (2021) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10012671330
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The information content of option ratios
Blau, Benjamin; Nguyen Nga; Whitby, Ryan J. - In: Journal of banking & finance 43 (2014), pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
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Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10009230522
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Market-wide herding and the impact of institutional investors in the Indian capital market
Lakshman M. V.; Basu, Sankarshan; Vaidyanathan, Ravi - In: Journal of emerging market finance 12 (2013) 2, pp. 197-237
Persistent link: https://www.econbiz.de/10010361579