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The efficacy of regulatory intervention: Evidence from the distribution of informed option trading

✍ Scribed by Anderson, Ronald C.; Reeb, David M.; Zhang, Yuzhao; Zhao, Wanli

Book ID
121287409
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
463 KB
Volume
37
Category
Article
ISSN
0378-4266

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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