When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements-Reference-Cited by-同舟云学术

When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements

Published:2020-02-06 Issue:6 Volume:40 Page:1011-1029
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Mohil Soniya¹^ORCID,Nayyar Reena²^ORCID,Patro Archana¹

Affiliation:

1. Finance and Accounting AreaIndian Institute of Management RohtakRohtak India

2. Finance and Accounting AreaInternational Management Institute New DelhiNew Delhi India

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22102

Reference43 articles.

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2. A Theory of Intraday Patterns: Volume and Price Variability

3. Option Trading, Price Discovery, and Earnings News Dissemination

4. Arnold T. Erwin G. Nail L. &Bos T.(2000).Speculation or insider trading: Informed trading in options markets preceding tender offer announcements(Working paper). University of Alabama at Birmingham.

5. Volatility spreads and earnings announcement returns

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