Search Results

There are 18678 results for: content related to: Informed trading in the index option market: The case of KOSPI 200 options

  1. You have free access to this content
    Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 3, June 2010, Pages: 301–339, Hee-Joon Ahn, Jangkoo Kang and Doojin Ryu

    Version of Record online : 25 MAY 2010, DOI: 10.1111/j.2041-6156.2010.01016.x

  2. ADVERSE SELECTION, INVENTORY-HOLDING COSTS, AND DEPTH

    Journal of Financial Research

    Volume 24, Issue 1, Spring 2001, Pages: 65–82, Frank Heflin and Kenneth W. Shaw

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00818.x

  3. Do Prices Reveal the Presence of Informed Trading?

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1555–1582, PIERRE COLLIN-DUFRESNE and VYACHESLAV FOS

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12260

  4. Informed Trading in Stock and Option Markets

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1235–1257, Sugato Chakravarty, Huseyin Gulen and Stewart Mayhew

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00661.x

  5. Intraday price formation and bid–ask spread components: A new approach using a cross-market model

    Journal of Futures Markets

    Volume 31, Issue 12, December 2011, Pages: 1142–1169, Doojin Ryu

    Version of Record online : 22 JUN 2011, DOI: 10.1002/fut.20533

  6. You have free access to this content
    Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 87–102, Kalok Chan and Y. Peter Chung

    Version of Record online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01063.x

  7. TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”?

    Journal of Financial Research

    Volume 28, Issue 1, March 2005, Pages: 133–163, Frank Heflin and Kenneth W. Shaw

    Version of Record online : 2 FEB 2005, DOI: 10.1111/j.1475-6803.2005.00118.x

  8. Informed Trading and Market Structure

    European Financial Management

    Volume 21, Issue 1, January 2015, Pages: 148–177, Charlie X. Cai, Jeffrey H. Harris, Robert S. Hudson and Kevin Keasey

    Version of Record online : 28 FEB 2013, DOI: 10.1111/eufm.12003

  9. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 715–737, Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang

    Version of Record online : 15 JAN 2015, DOI: 10.1002/fut.21710

  10. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  11. Option Trading, Price Discovery, and Earnings News Dissemination

    Contemporary Accounting Research

    Volume 14, Issue 2, Summer 1997, Pages: 153–192, KAUSHIK I. AMIN and CHARLES M. C. LEE

    Version of Record online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1997.tb00531.x

  12. Symposium on Market Microstructure: A Review of Empirical Research

    Financial Review

    Volume 34, Issue 4, November 1999, Pages: 1–27, Jay Coughenour and Kuldeep Shastri

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00467.x

  13. Liquidity and Information Flow around Monetary Policy Announcement

    Journal of Money, Credit and Banking

    Volume 45, Issue 5, August 2013, Pages: 781–820, KEE H. CHUNG, JOHN ELDER and JANG-CHUL KIM

    Version of Record online : 11 JUL 2013, DOI: 10.1111/jmcb.12025

  14. Regulation Fair Disclosure and the Cost of Adverse Selection

    Journal of Accounting Research

    Volume 46, Issue 3, June 2008, Pages: 697–728, BALJIT SIDHU, TOM SMITH, ROBERT E. WHALEY and RICHARD H. WILLIS

    Version of Record online : 21 MAR 2008, DOI: 10.1111/j.1475-679X.2008.00286.x

  15. The Role of the Options Market in the Dissemination of Private Information

    Journal of Business Finance & Accounting

    Volume 31, Issue 7-8, September 2004, Pages: 1015–1042, Timothy Cairney and Judith Swisher

    Version of Record online : 25 AUG 2004, DOI: 10.1111/j.0306-686X.2004.00565.x

  16. What do Options have to do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition

    Asia-Pacific Journal of Financial Studies

    Volume 38, Issue 3, June 2009, Pages: 455–489, David Michayluk, Laurie Prather, Li-Anne E. Woo and Henry Y. K. Yip

    Version of Record online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2009.tb00020.x

  17. Tipping and Option Trading

    Financial Management

    Volume 43, Issue 3, Fall 2014, Pages: 671–701, Pei Peter Lung and Pisun Xu

    Version of Record online : 24 SEP 2014, DOI: 10.1111/fima.12052

  18. Can Short Restrictions Actually Increase Informed Short Selling?

    Financial Management

    Volume 42, Issue 1, Spring 2013, Pages: 155–181, Adam C. Kolasinski, Adam Reed and Jacob R. Thornock

    Version of Record online : 7 JAN 2013, DOI: 10.1111/j.1755-053X.2012.01223.x

  19. Merger Announcements and Trading

    Journal of Financial Research

    Volume 25, Issue 2, June 2002, Pages: 263–278, N. Asli Ascioglu, Thomas H. McInish and Robert A. Wood

    Version of Record online : 9 AUG 2002, DOI: 10.1111/1475-6803.t01-1-00007

  20. You have free access to this content
    Does control-ownership divergence impair market liquidity in an emerging market? Evidence from China

    Accounting & Finance

    Volume 55, Issue 3, September 2015, Pages: 881–910, Xiaojun Chu, Qigui Liu and Gary Gang Tian

    Version of Record online : 27 FEB 2014, DOI: 10.1111/acfi.12073