Information flow between the stock and option markets: Where do informed traders trade?
| Year of publication: |
2005
|
|---|---|
| Authors: | Chen, Carl R. ; Lung, Peter P. ; Tay, Nicholas S. P. |
| Published in: |
Review of Financial Economics. - Elsevier, ISSN 1058-3300. - Vol. 14.2005, 1, p. 1-23
|
| Publisher: |
Elsevier |