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Complete Markets, Informed Trading and Equity Option Introductions
SSRN Electronic Journal
◽
10.2139/ssrn.424402
◽
2003
◽
Author(s):
Robert W. Faff
◽
David John Hillier
Keyword(s):
Informed Trading
◽
Complete Markets
◽
Equity Option
Download Full-text
Related Documents
Cited By
References
Complete markets, informed trading and equity option introductions
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2004.04.009
◽
2005
◽
Vol 29
(6)
◽
pp. 1359-1384
◽
Cited By ~ 21
Author(s):
Robert Faff
◽
David Hillier
Keyword(s):
Informed Trading
◽
Complete Markets
◽
Equity Option
Download Full-text
The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements
The Journal of Finance
◽
10.1111/j.1540-6261.1995.tb05191.x
◽
1995
◽
Vol 50
(5)
◽
pp. 1635-1653
◽
Cited By ~ 62
Author(s):
STEWART MAYHEW
◽
ATULYA SARIN
◽
KULDEEP SHASTRI
Keyword(s):
Informed Trading
◽
Margin Requirements
◽
Equity Option
◽
The Impact
Download Full-text
Pricing in (In)Complete Markets
10.1007/978-3-642-17065-2
◽
2004
◽
Cited By ~ 2
Author(s):
Angelika Esser
Keyword(s):
Complete Markets
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Informed Trading, Predictable Noise Trading Activities and Market Manipulation
SSRN Electronic Journal
◽
10.2139/ssrn.1343583
◽
2009
◽
Cited By ~ 2
Author(s):
Jungsuk Han
Keyword(s):
Informed Trading
◽
Market Manipulation
◽
Noise Trading
◽
Trading Activities
Download Full-text
The Weekend Effect in Equity Option Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1342754
◽
2009
◽
Cited By ~ 1
Author(s):
Christopher S. Jones
◽
Joshua Shemesh
Keyword(s):
Weekend Effect
◽
Option Returns
◽
Equity Option
Download Full-text
A New Method to Estimate PIN (Probability of Informed Trading)
SSRN Electronic Journal
◽
10.2139/ssrn.1361921
◽
2009
◽
Cited By ~ 1
Author(s):
Yuxing Yan
Keyword(s):
Informed Trading
◽
New Method
◽
Probability Of Informed Trading
Download Full-text
Clean Sweep: Informed Trading Through Intermarket Sweep Orders
SSRN Electronic Journal
◽
10.2139/ssrn.1460865
◽
2009
◽
Cited By ~ 8
Author(s):
Sugato Chakravarty
◽
Pankaj K. Jain
◽
Robert A. Wood
◽
James Upson
Keyword(s):
Informed Trading
Download Full-text
Informed Trading, Earnings Surprises, and Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1501708
◽
2012
◽
Author(s):
Hui Guo
◽
Buhui Qiu
Keyword(s):
Stock Returns
◽
Informed Trading
◽
Earnings Surprises
Download Full-text
Liquidity Provision and Informed Trading in the Credit Derivatives Market
SSRN Electronic Journal
◽
10.2139/ssrn.1530088
◽
2010
◽
Cited By ~ 3
Author(s):
Tejas Gala
◽
Jiaping Qiu
◽
Fan Yu
Keyword(s):
Credit Derivatives
◽
Informed Trading
◽
Liquidity Provision
Download Full-text
Informed Trading or Limits of Arbitrage: What Does High Short Interest Imply?
SSRN Electronic Journal
◽
10.2139/ssrn.1572554
◽
2010
◽
Author(s):
Zsuzsa R. Huszar
Keyword(s):
Informed Trading
◽
Short Interest
Download Full-text
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