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RELUCTANCE TO REGULATE: THE CASE OF NEGATIVE OPTION MARKETING

✍ Scribed by PETER BOWAL

Book ID
111319991
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
887 KB
Volume
36
Category
Article
ISSN
0002-7766

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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 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