## 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 adverseβse
The information content of net buying pressure: Evidence from the KOSPI 200 index option market
β Scribed by Jangkoo Kang; Hyoung-Jin Park
- Book ID
- 116482294
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 584 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1386-4181
No coin nor oath required. For personal study only.
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