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)

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)

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