Noise traders, mispricing, and price adjustments in derivatives markets
Author:
Affiliation:
1. College of Economics, Sungkyunkwan University, Seoul, Republic of Korea
2. Department of Global Economics and Commerce, Dongguk University Gyeongju Campus, Gyeongsangbuk-do, Republic of Korea
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2019.1692887
Reference81 articles.
1. Informed trading in the index option market: The case of KOSPI 200 options
2. Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market*
3. Option Trading, Price Discovery, and Earnings News Dissemination
4. Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange
5. Do Call Prices and the Underlying Stock Always Move in the Same Direction?
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