Detecting abnormal trading activities in option markets
Year of publication: |
September 2015
|
---|---|
Authors: | Chesney, Marc ; Crameri, Remo ; Mancini, Loriano |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 263-275
|
Subject: | Option trades | Open interest | False discovery rate | Massive dataset |
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