Does options trading convey information on futures prices?
William T. Lin, Shih-Chuan Tsai, Zhenlong Zheng, Shuai Qiao
| Year of publication: |
January 2017
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| Authors: | Lin, William ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Qiao, Shuai |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 39.2017, p. 182-196
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| Subject: | Foreign institutions | Information transmission | Option volume | Order imbalance | Price predictability | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Asymmetrische Information | Asymmetric information | Derivat | Derivative | Index-Futures | Index futures | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2016.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011878622