[[abstract]]Using the original transaction recodes from the Taiwan index options market, this paper is to investigate the trading behaviors of different investors and to capture the information flow between options market and stock market during global financial crisis. In contrast to previous studies, after controlling for the trading volume effects of different exercise prices with the same term-to-expiration, the empirical results show that market investors prefer to trade short-horizon contracts with larger trading liquidity and tend to choose the out-of- the-money options with higher leverage. In addition, there is a significantly reciprocal effect between options market and stock market. When the options trade increases, our findings ...
When markets are assumed to be complete, option trading should not contain new information for marke...
This paper examines the relationship between option trading activity and stock market volatility. Al...
This paper investigates the motive of option trading. We show that option trading is mostly driven b...
[[abstract]]This paper examines information flow of different investor trading between stock market ...
[[abstract]]This paper studies the presence of informed trading in Taiwan stock index options (TXO) ...
[[abstract]]In this paper, we set out to investigate the information content of options trading usin...
[[abstract]]This study follows the approach of Ni et al. [Ni, S.X., Pan, J., Poteshman, A.M., 2008. ...
[[abstract]]This paper contributes to the literature on derivatives by investigating unique intraday...
[[abstract]]This paper studies how to retrieve aggregate information from the trading volume of Taiw...
In this paper, we set out to investigate the information content of options trading using a unique d...
[[abstract]]This study follows the approach of Ni, Pan and Poteshman (2007) - based upon the vega-we...
In this study, we investigate the dynamics behind informed investors’ trading decisions among Eu-rop...
We study trading in option strategies in the FTSE-100 index market. Trades in option strategies repr...
[[abstract]]In this paper, we use daily data to investigate the information asymmetric effects and t...
[[abstract]]In this paper, we set out to investigate the information content of options trading usin...
When markets are assumed to be complete, option trading should not contain new information for marke...
This paper examines the relationship between option trading activity and stock market volatility. Al...
This paper investigates the motive of option trading. We show that option trading is mostly driven b...
[[abstract]]This paper examines information flow of different investor trading between stock market ...
[[abstract]]This paper studies the presence of informed trading in Taiwan stock index options (TXO) ...
[[abstract]]In this paper, we set out to investigate the information content of options trading usin...
[[abstract]]This study follows the approach of Ni et al. [Ni, S.X., Pan, J., Poteshman, A.M., 2008. ...
[[abstract]]This paper contributes to the literature on derivatives by investigating unique intraday...
[[abstract]]This paper studies how to retrieve aggregate information from the trading volume of Taiw...
In this paper, we set out to investigate the information content of options trading using a unique d...
[[abstract]]This study follows the approach of Ni, Pan and Poteshman (2007) - based upon the vega-we...
In this study, we investigate the dynamics behind informed investors’ trading decisions among Eu-rop...
We study trading in option strategies in the FTSE-100 index market. Trades in option strategies repr...
[[abstract]]In this paper, we use daily data to investigate the information asymmetric effects and t...
[[abstract]]In this paper, we set out to investigate the information content of options trading usin...
When markets are assumed to be complete, option trading should not contain new information for marke...
This paper examines the relationship between option trading activity and stock market volatility. Al...
This paper investigates the motive of option trading. We show that option trading is mostly driven b...