Decomposing informed trading in equity options

DOI10.1016/J.JECONOM.2025.106131MaRDI QIDQ6856897zbMATH OpenFDO

Authors Felipe Asencio, Alejandro Bernales, D. González, Richard Holowczak, Thanos Verousis

Publication date 18 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.106131

zbMATH Keywords

asymmetric informationequity option marketsoption order flowunderlying stock-value informationvolatility information

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 578421 (Why is no real title available?)
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• Small-Time Asymptotics of Option Prices and First Absolute Moments
• Volatility spreads and expected stock returns
• What Drives Index Options Exposures?

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