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The Role of the Options Market in the Dissemination of Private Information

✍ Scribed by Timothy Cairney; Judith Swisher

Book ID
110751270
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
139 KB
Volume
31
Category
Article
ISSN
0306-686X

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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