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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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