Informed options trading prior to bankruptcy filings

Prior evidence on pre-bankruptcy-filing informed trade is mixed. The inconclusive findings might result from the sole focus on stock trading. We reassess the presence of pre-filing informed and insider trades by examining the information content of options trading before bankruptcy announcements. We...

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Main Authors: Ge, LI, HU, Jianfeng, Humphery-Jenner, Mark, LIN, Tse-Chun
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2019
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在線閱讀:https://ink.library.smu.edu.sg/lkcsb_research/4517
https://ink.library.smu.edu.sg/context/lkcsb_research/article/5516/viewcontent/Informedoptions.pdf
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機構: Singapore Management University
語言: English