Information-Based Trading in China's Option Markets

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Yan Wang ◽  
Xin Zhou
Keyword(s):  
Option Markets

Crash Discovery in Stock and Option Markets

1999 ◽  
Author(s):  
Gurdip S. Bakshi ◽  
Dilip B. Madan
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Option Markets

International Evidence of Nonlinear Cointegration and Error-Correction between Spot and Option Markets

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Eleftheria S. Kostika ◽  
Raphael N. Markellos ◽  
Thanos Andrikopoulos ◽  
George Daskalakis
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Error Correction ◽  
Option Markets ◽  
International Evidence

Price Discovery Across Equity and Option Markets

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Hayden Kane
Keyword(s):  
Price Discovery ◽  
Option Markets

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

2017 ◽  
Author(s):  
Ladshiya Atisoothanan ◽  
Balasingham Balachandran ◽  
Huu Nhan Duong ◽  
Michael F. Theobald
Keyword(s):  
Informed Trading ◽  
Share Repurchase ◽  
Option Markets ◽  
Repurchase Announcements

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

2019 ◽  
Vol 38 (3) ◽  
pp. 662-678 ◽  
Author(s):  
Torben G. Andersen ◽  
Nicola Fusari ◽  
Viktor Todorov
Keyword(s):  
Equity Premium ◽  
Tail Risk ◽  
Option Markets

The effect of multiple listings on the bid-ask spread in option markets: The case of Montreal Exchange

2002 ◽  
Vol 22 (10) ◽  
pp. 939-957 ◽  
Author(s):  
Nabil Khoury ◽  
Klaus P. Fischer
Keyword(s):  
Option Markets ◽  
Bid Ask Spread

A Partial Equilibrium Model of Option Markets

2000 ◽  
Author(s):  
Dietmar P.J. Leisen ◽  
Kenneth L. Judd
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Equilibrium Model ◽  
Partial Equilibrium ◽  
Option Markets ◽  
Partial Equilibrium Model

Under Pressure: Identifying Temporary Stock Mispricing Using Option Markets

2015 ◽  
Author(s):  
Luis Goncalves-Pinto ◽  
Bruce D. Grundy ◽  
Allaudeen Hameed ◽  
Thijs van der Heijden ◽  
Yichao Zhu
Keyword(s):  
Option Markets ◽  
Stock Mispricing
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