Complete markets, informed trading and equity option introductions
β Scribed by Robert Faff; David Hillier
- Book ID
- 116614474
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 297 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This paper offers new evidence on informed trading around merger and acquisition announcements from the UK equity and options market. The analysis suggests that in about 25β33% of events there is abnormal option trading volume during the month that precedes the announcement. Such eviden
## Abstract Although it is well known that electronic futures data absorb news (slightly) in advance of spot markets the role of the electronic futures movement in outβofβhours trading has not previously been explored. The behavior of the 24βhour trade in the S&P 500 and NASDAQ 100 futures market r