Informed Trading in Stock and Option Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2004.00661.x/fullpdf
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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