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Volumn 79, Issue 4, 2006, Pages 1703-1726

Unusual option market activity and the terrorist attacks of September 11, 2001

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EID: 33748520578     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/503645     Document Type: Article
Times cited : (47)

References (14)
  • 1
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    • Follow the money: Terrorist conspirators could have profited more from fall of entire market than single stocks
    • Arvedlund, Erin E. 2001. Follow the money: Terrorist conspirators could have profited more from fall of entire market than single stocks. Barron 's (October 8).
    • (2001) Barron's , Issue.OCTOBER 8
    • Arvedlund, E.E.1
  • 2
    • 84859289342 scopus 로고    scopus 로고
    • Terrorist backers "bet on stock market plunge to bring financial system to its knees"
    • Atkinson, Dan, and Simon Fluendy. 2001. Terrorist backers "bet on stock market plunge to bring financial system to its knees." Mail on Sunday (September 23).
    • (2001) Mail on Sunday , Issue.SEPTEMBER 23
    • Atkinson, D.1    Fluendy, S.2
  • 3
    • 33748573429 scopus 로고    scopus 로고
    • Evidence of possible manipulation of the US stock market just before the attacks
    • Attkisson, Sharyl. 2001. Evidence of possible manipulation of the US stock market just before the attacks. CBS Evening News (September 19).
    • (2001) CBS Evening News , Issue.SEPTEMBER 19
    • Attkisson, S.1
  • 4
    • 0007596213 scopus 로고    scopus 로고
    • Bin Laden, on tape, boasts of trade center attacks; U.S. says it proves his guilt
    • Bumiller, Elisabeth, and Judith Miller. 2001. Bin Laden, on tape, boasts of trade center attacks; U.S. says it proves his guilt. New York Times (December 14).
    • (2001) New York Times , Issue.DECEMBER 14
    • Bumiller, E.1    Miller, J.2
  • 5
    • 23444432864 scopus 로고    scopus 로고
    • Informational content of option volume prior to takeovers
    • Cao, Charles, Zhiwu Chen, and John M. Griffin. 2005. Informational content of option volume prior to takeovers. Journal of Business 78:1073-1109.
    • (2005) Journal of Business , vol.78 , pp. 1073-1109
    • Cao, C.1    Chen, Z.2    Griffin, J.M.3
  • 6
    • 0036349739 scopus 로고    scopus 로고
    • The informational role of stock and option volume
    • Chan, Kalok Y., Peter Chung, and Wai-Ming Fong. 2002. The informational role of stock and option volume. Review of Financial Studies 15:1049-75.
    • (2002) Review of Financial Studies , vol.15 , pp. 1049-1075
    • Chan, K.Y.1    Chung, P.2    Fong, W.-M.3
  • 7
    • 0001085402 scopus 로고    scopus 로고
    • The optimal enforcement of insider trading regulations
    • DeMarzo, Peter, Michael Fishman, and Kathleen Hagerty. 1998. The optimal enforcement of insider trading regulations. Journal of Political Economy 106:602-32.
    • (1998) Journal of Political Economy , vol.106 , pp. 602-632
    • DeMarzo, P.1    Fishman, M.2    Hagerty, K.3
  • 8
    • 0040165095 scopus 로고    scopus 로고
    • Option volume and stock prices: Evidence on where informed traders trade
    • Easley, David, Maureen O'Hara, and P. S. Srinivas. 1998. Option volume and stock prices: Evidence on where informed traders trade. Journal of Finance 53:431-65.
    • (1998) Journal of Finance , vol.53 , pp. 431-465
    • Easley, D.1    O'Hara, M.2    Srinivas, P.S.3
  • 9
    • 0003470860 scopus 로고    scopus 로고
    • Unpublished manuscript, University of Illinois at Urbana-Champaign
    • Koenker, Roger. 2002. Quantile regression. Unpublished manuscript, University of Illinois at Urbana-Champaign.
    • (2002) Quantile Regression
    • Koenker, R.1
  • 10
    • 0000273843 scopus 로고
    • Regression quantiles
    • Koenker, Roger, and Gilbert Bassett. 1978. Regression quantiles. Econometrica 46:33-50.
    • (1978) Econometrica , vol.46 , pp. 33-50
    • Koenker, R.1    Bassett, G.2
  • 12
    • 33748571258 scopus 로고    scopus 로고
    • U.S., Germany, Japan investigate unusual trading before attack
    • Mathewson, Judy, and Michael Nol. 2001. U.S., Germany, Japan investigate unusual trading before attack. Bloomberg News Service (September 18).
    • (2001) Bloomberg News Service , Issue.SEPTEMBER 18
    • Mathewson, J.1    Nol, M.2
  • 13
    • 33747871993 scopus 로고    scopus 로고
    • The information in option volume for future stock prices
    • forthcoming
    • Pan, Jun, and Allen M. Poteshman. 2006. The information in option volume for future stock prices. Review of Financial Studies, forthcoming.
    • (2006) Review of Financial Studies
    • Pan, J.1    Poteshman, A.M.2
  • 14
    • 33748582080 scopus 로고    scopus 로고
    • Terrorist trailed at CBOE
    • Roeder, David. 2001. Terrorist trailed at CBOE. Chicago Sun-Times (September 20).
    • (2001) Chicago Sun-times , Issue.SEPTEMBER 20
    • Roeder, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.