Investment horizon and option market activity
Year of publication: |
2022
|
---|---|
Authors: | Kim, Da-Hea |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 5, p. 923-958
|
Subject: | equity options | informed trading | institutional investors | investment horizons | option trading volume | Optionsgeschäft | Option trading | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume | Aktienoption | Stock option | Portfolio-Management | Portfolio selection |
-
Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C., (2018)
-
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro, (2018)
-
Hsieh, Wen-liang G., (2014)
- More ...
-
Gambling preference and individual equity option returns
Byun, Suk Joon, (2016)
-
Investor sentiment and return predictability of the option to stock volume ratio
Kim, Jun Sik, (2017)
-
Informed trading in the options market and stock return predictability
Han, Joongho, (2017)
- More ...