𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Informed traders and their market preference: Empirical evidence from prices and volumes of options and stock

✍ Scribed by Joshua Turkington; David Walsh

Book ID
117627794
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
138 KB
Volume
8
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Is reversal of large stock-price decline
Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets
✍ Hyung-Suk Choi; Narayanan Jayaraman πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 189 KB

## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,

OIL PRICES AND STOCK MARKETS IN GCC COUN
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
✍ Mohamed El Hedi Arouri; Christophe Rault πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 911 KB

## ABSTRACT In this paper, we examine long‐run links between oil prices and stock markets in Gulf Cooperation Council (GCC) using recent bootstrap panel cointegration techniques and seemingly unrelated regression (SUR) methods. Since GCC countries are major world energy market players, their stock