Blasco, Natividad; Corredor, Pilar; Santamaría, Rafael - In: Accounting and Finance 50 (2010) 3, pp. 555-579
This paper analyses the relationship between proxy variables for informed trading in the options market and a set of exogenous news variables. The aim was to test directly for the presence or absence of informed trading in the options market and for the possible impact of this trading on...
