Ex-ante Portfolio Design with Ex-post Public Information: An Empirical Examination of the Information Content of Equity Open Interests-Reference-Cited by-同舟云学术

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Ex-ante Portfolio Design with Ex-post Public Information: An Empirical Examination of the Information Content of Equity Open Interests

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bhuyan Rafiqul M.

Publisher

Elsevier BV

Reference72 articles.

1. A Monopolistic Market for Information;A Admati;Journal of Economic Theory,1986

2. Direct and Indirect Sale of Information;A Admati;Econometrica,1990

3. The interrelation of stock and options market trading-volume data;J Anthoney;Journal of Finance,1988

4. An Empirical Examination of information, Differences of Opinion, and Trading Activity;H Bessembinder;Journal of Financial Economics,1996

5. Insider Trading in Continuous Time;K Back;Review of Financial Studies,1992

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