The Information Flow of Option Markets during Global Financial Crisis: Where Do Informed Traders Trade?

DOI10.6186/IJIMS.2017.28.4.2zbMath1455.91255OpenAlexW2788230528MaRDI QIDQ5144886

Chien-Ming Huang, Hongmei Ding

Publication date: 19 January 2021

Full work available at URL: http://www.airitilibrary.cn/Publication/Index?FirstID=10171819-201712-201801160001-201801160001-317-334

zbMATH Keywords

global financial crisisinformed tradersoptions market

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• The Pricing of Options and Corporate Liabilities

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