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Luis Goncalves-Pinto ◽  
Bruce D. Grundy ◽  
Allaudeen Hameed ◽  
Thijs van der Heijden ◽  
Yichao Zhu
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Option Markets ◽  
Stock Mispricing

Crash Discovery in Stock and Option Markets

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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

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

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Author(s):  
Ladshiya Atisoothanan ◽  
Balasingham Balachandran ◽  
Huu Nhan Duong ◽  
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Informed Trading ◽  
Share Repurchase ◽  
Option Markets ◽  
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2019 ◽  
Vol 38 (3) ◽  
pp. 662-678 ◽  
Author(s):  
Torben G. Andersen ◽  
Nicola Fusari ◽  
Viktor Todorov
Keyword(s):  
Equity Premium ◽  
Tail Risk ◽  
Option Markets
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