## 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 adverseโse
The Informational Role of Option Trading Volume in Equity Index Options Markets
โ Scribed by Ghulam Sarwar
- Publisher
- Springer US
- Year
- 2005
- Tongue
- English
- Weight
- 99 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
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