The information flow of option markets during global financial crisis: where do informed traders trade?

DOI10.6186/IJIMS.2017.28.4.2MaRDI QIDQ5144886zbMATH OpenOpenAlexFDO

Authors Hongmei Ding, Chien-Ming Huang

Publication date 19 January 2021

Full work available at URL http://www.airitilibrary.cn/Publication/Index?FirstID=10171819-201712-201801160001-201801160001-317-334

zbMATH Keywords

global financial crisisinformed tradersoptions market

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• The pricing of options and corporate liabilities

Cited in

(2)

• Did crisis alter trading of two major oil futures markets?
• Price discovery in the U.S. stock and stock options markets: a portfolio approach

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