✦ LIBER ✦

Informed trading under different market conditions and moneyness: Evidence from TXO options

✍ Scribed by Kam C. Chan; Yuanchen Chang; Peter P. Lung

Book ID: 116816866
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 335 KB
Volume: 17
Category: Article
ISSN: 0927-538X
DOI: 10.1016/j.pacfin.2008.02.003

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Informed trading around merger and acqui

Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets

✍ Spyros Spyrou; Andrianos Tsekrekos; Georgia Siougle 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB 👁 1 views

## 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 25–33% of events there is abnormal option trading volume during the month that precedes the announcement. Such eviden

Is there a reversal in the price discove

Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities

✍ Ming-Chieh Wang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 348 KB