Concepedia

Informed trading under different market conditions and moneyness: Evidence from TXO options

Kam C. Chan, Yuanchen Chang, Peter P. Lung

Pacific-Basin Finance Journal · 2008 · 31 citations · 40 references

DOI

Concepts

References

40

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1988 · 3.7K citations

, , +17

Constraints on short-selling and asset price adjustment to private information

Douglas W. Diamond, Robert E. Verrecchia · Journal of Financial Economics · 1987 · 1.9K citations

, , +8

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

David Easley, Maureen O’Hara, P. S. Srinivas · The Journal of Finance · 1998 · 1.2K citations

, , +16

Fact and Fantasy in the Use of Options

Fischer Black · Financial Analysts Journal · 1975 · 1.1K citations

, , +13

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Nicolas P. B. Bollen, Robert E. Whaley · The Journal of Finance · 2004 · 965 citations

, , +9