Information flow between the stock and option markets: Where do informed traders trade?

Review of Financial Economics

Volumn 14, Issue 1, 2005, Pages 1-23

  Chen, Carl R ^a   Lung, Peter P ^a   Tay, Nicholas S P ^a  

^a UNIVERSITY OF DAYTON   (United States)

Author keywords

Information flow; Informed trading; Options markets

Indexed keywords

EID: 10944241749     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2004.03.001     Document Type: Article

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