Option listing and information asymmetry
Between 2001 and 2010, US stocks selected for option listing are estimated to experience increases of 16.8% in informed trading and 27.8% in uninformed trading, no significant change in the probability of information events, and a decrease of 11.5% in the probability of informed trading compared to...
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Main Author: | HU, Jianfeng |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2014
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Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4542 |
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Institution: | Singapore Management University |
Language: | English |
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