Informed Trading Surrounding Data Breaches in Options Markets

2019 ◽  
Author(s):  
Louis R. Piccotti ◽  
Heng Wang
Keyword(s):  
Informed Trading ◽  
Options Markets ◽  
Data Breaches

Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets

2010 ◽  
Vol 31 (8) ◽  
pp. 703-726 ◽  
Author(s):  
Spyros Spyrou ◽  
Andrianos Tsekrekos ◽  
Georgia Siougle
Keyword(s):  
Merger And Acquisition ◽  
Informed Trading ◽  
Options Markets ◽  
Acquisition Announcements ◽  
The Uk

Speculation or Insider Trading: Informed Trading in Options Markets Preceding Tender Offer Announcements

2000 ◽  
Author(s):  
Tom Arnold ◽  
Gayle R. Erwin ◽  
Lance A. Nail ◽  
Ted Bos
Keyword(s):  
Insider Trading ◽  
Informed Trading ◽  
Options Markets ◽  
Tender Offer

scholarly journals Detecting Informed Trading Activities in the Options Markets

2012 ◽  
Author(s):  
Marc Chesney ◽  
Remo Crameri ◽  
Loriano Mancini
Keyword(s):  
Informed Trading ◽  
Options Markets ◽  
Trading Activities

scholarly journals Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis

2012 ◽  
Author(s):  
Marc Chesney ◽  
Remo Crameri ◽  
Loriano Mancini
Keyword(s):  
Financial Crisis ◽  
Informed Trading ◽  
Options Markets ◽  
Trading Activities

The impact of short sale restrictions on informed trading in the stock and options markets

2016 ◽  
Vol 41 ◽  
pp. 262-273 ◽  
Author(s):  
Van Le ◽  
Ralf Zurbruegg
Keyword(s):  
Informed Trading ◽  
Options Markets ◽  
Short Sale ◽  
The Impact

Informed Trading Reactions to New Private Information: Evidence from Nonpublic Merger Negotiations

2020 ◽  
Author(s):  
Shane Heitzman ◽  
Sandy Klasa
Keyword(s):  
Private Information ◽  
Firm Value ◽  
Public Information ◽  
Institutional Ownership ◽  
Informed Trading ◽  
Securities And Exchange Commission ◽  
Options Markets ◽  
Cross Sectional

Theory provides competing predictions on whether informed investors immediately trade on newly generated private information. We address this question using Securities and Exchange Commission–mandated disclosures to identify the dates when new private information about target or acquiring firm value is created. We find that informed investors immediately trade on new private information in both the stock and options markets. Next, we investigate which factors drive the speed of these investors’ trading reactions to newly generated private information. We show that cross-sectional variation in the speed of their trading reactions can be explained by the number of privately informed investors, institutional ownership, the expected profits from informed trading and associated risk of attracting the attention of enforcement agencies, and the existence of public information about the acquisition deal. This paper was accepted by David Simchi-Levi, finance.

Clean Sweep: Informed Trading Through Intermarket Sweep Orders

2009 ◽  
Author(s):  
Sugato Chakravarty ◽  
Pankaj K. Jain ◽  
Robert A. Wood ◽  
James Upson
Keyword(s):  
Informed Trading

Informed Trading, Earnings Surprises, and Stock Returns

2012 ◽  
Author(s):  
Hui Guo ◽  
Buhui Qiu
Keyword(s):  
Stock Returns ◽  
Informed Trading ◽  
Earnings Surprises
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