Informed Trading in Stock and Option Markets

Author:

Chakravarty Sugato,Gulen Huseyin,Mayhew Stewart

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference47 articles.

1. Anand , Amber Sugato Chakravarty 2003 Stealth trading in the options market

2. Arnold , Tom Gayle Erwin Lance Nail Ted Bos 2000 Speculation or insider trading: Informed trading in option markets preceding tender offer announcements

3. Asymmetric information and options;Back;Review of Financial Studies,1993

4. Price discovery and common factor models;Baillie;Journal of Financial Markets,2002

5. Price changes of related securities: The case of call options and stocks;Bhattacharya;Journal of Financial and Quantitative Analysis,1987

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