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Informed and uninformed trading in the EUR/PLN spot market

✍ Scribed by Bień-Barkowska, K.

Book ID
126740632
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
580 KB
Volume
23
Category
Article
ISSN
0960-3107

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## 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