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Does informed trading occur in the options market? Some revealing clues

✍ Scribed by Natividad Blasco; Pilar Corredor; Rafael Santamaría

Book ID
110936663
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
236 KB
Volume
50
Category
Article
ISSN
0810-5391

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Informed trading in the index option mar
Informed trading in the index option market: The case of KOSPI 200 options
✍ Hee-Joon Ahn; Jangkoo Kang; Doojin Ryu 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 219 KB 👁 2 views

## Abstract This study examines if informed trading is present in the index option market by analyzing the KOSPI 200 options, the most actively traded derivative product in the world. The spread decomposition model developed by Madhavan, Richardson, and Roomans (1997) is utilized and the adverse‐se