𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Informed Trading in Stock and Option Markets

✍ Scribed by Sugato Chakravarty; Huseyin Gulen; Stewart Mayhew

Book ID
109176087
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
136 KB
Volume
59
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

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 πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 219 KB πŸ‘ 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

Market Making and Trading in Nasdaq Stoc
Market Making and Trading in Nasdaq Stocks
✍ Michael A. Goldstein; Edward F. Nelling πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 960 KB