The price impact of options and futures volume in after-hours stock market trading

Pacific Basin Finance Journal

Volumn 21, Issue 1, 2013, Pages 984-1007

  Chang, Chuang Chang ^a   Hsieh, Pei Fang ^b   Lai, Hung Neng ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

After hours trading; Futures volume; Informed traders; Options volume; Price impact

Indexed keywords

EID: 84865527650     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2012.07.002     Document Type: Article

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