Price Discovery in Futures and Options Markets
Author:
Affiliation:
1. Naomi Boyd is at the Department of Finance; West Virginia University; Morgantown West Virginia
2. Peter Locke is at the Department of Finance, Neeley School of Business; Texas Christian University; Ft. Worth Texas
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21623/fullpdf
Reference20 articles.
1. Stealth trading in the options market;Anand;Journal of Financial and Quantitative Analysis,2007
2. Options and the bubble;Battalio;Journal of Finance,2006
3. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
4. The informational content of option. Volume prior to takeovers;Cao;Journal of Business,2005
5. Informed trading in stock and option markets;Chakravarty;Journal of Finance,2004
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4. Price discovery in commodity derivatives: Speculation or hedging?;Journal of Futures Markets;2019-06-27
5. Empirical study of the functional changes in price discovery in the Brent crude oil market;Energy Procedia;2017-12
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