Informed trading in S&P index options? : evidence from the 2008 financial crisis
Wei-Xuan Li, Joseph J. French, Clara Chia-Sheng Chen
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Li, Wei-Xuan ; French, Joseph J. ; Chen, Clara Chia-Sheng |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 42.2017, p. 40-65
|
| Subject: | S&P 500 Index (SPX) Options | Market microstructure | Adverse selection | Information asymmetry | Informed trading | Asymmetrische Information | Asymmetric information | Adverse Selektion | Marktmikrostruktur | Finanzkrise | Financial crisis | Index-Futures | Index futures | Optionsgeschäft | Option trading | Finanzmarkt | Financial market | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Theorie | Theory | Aktienindex | Stock index | Insiderhandel | Insider trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808543