Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index-Reference-Cited by-同舟云学术

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Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index

Published:2017-08-14 Issue:2 Volume:38 Page:175-198
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Jrl Fut Mark

Author:

Bae Kyoung-Hun¹^ORCID,Dixon Peter²

Affiliation:

1. Business School; Hanyang University; Seoul South Korea

2. Haslam College of Business; University of Tennessee; Knoxville Tennessee

Funder

Hanyang University

Publisher

Wiley

Subject

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

Reference57 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988

2. Informed trading in the index option market: The case of KOSPI 200 options;Ahn;Journal of Futures Markets,2008

3. Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market;Ahn;Asia-Pacific Journal of Financial Studies,2010

4. Does motivation matter when assesing trade performance? An analysis of mutual funds;Alexander;The Review of Financial Studies,2006

5. Of shepherds, sheep, and the cross-autocorrelations in equity returns;Badrinath;The Review of Financial Studies,1995

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1. Trading activity of VIX futures and options around FOMC announcements;International Review of Financial Analysis;2024-07

2. Critical Factors Affecting Investment Decisions of Individual Investors: A Case of Stock Market in Ho Chi Minh City, Vietnam;Indian Journal of Economics and Development;2022-12-23

3. Information content of order imbalance in the index options market;International Review of Economics & Finance;2022-03

4. Information and the arrival rate of option trading volume;Journal of Futures Markets;2021-12-27

5. “A study of factors affecting investment decisions in India: The KANO way”;Asia Pacific Management Review;2021-12

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