Options market makers' hedging and informed trading : theory and evidence
Sahn-Wook Huh; Hao Lin; Antonio S. Mello
| Year of publication: |
2015
|
|---|---|
| Authors: | Huh, Sahn-Wook ; Lin, Hao ; Mello, António S. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 23.2015, p. 26-58
|
| Subject: | Options market making | Hedging | Informed trading | Adverse-selection risk | Bid-ask spreads | Daily conditional probability of informed trading | Geld-Brief-Spanne | Bid-ask spread | Optionsgeschäft | Option trading | Theorie | Theory | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Insiderhandel | Insider trading | Informationsökonomik | Economics of information | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377487