SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Insider and Liquidity Trading in Stock and Options Markets
12 references·16 citing·33 second hop
Insider and Liquidity Trading in Stock and Options Markets (1994)Insider and Liquidity Trading in Stock an…Asymmetric Information and Options (1993)Asymmetric Information and Op…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Insiders, Outsiders, and Market Breakdowns (1991)Insiders, Outsiders, and Mark…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Insider Trading, Liquidity, and the Role of the Monopolist Specialist (1989)Insider Trading, Liquidity, a…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Options and Efficiency (1976)Options and EfficiencyInformation and Competitive Price Systems (1976)Information and Competitive P…Chasing Private Information (2019)Chasing Private InformationSynthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets (2015)Synthetic or Real? The Equili…Speculation and Hedging in Segmented Markets (2013)Speculation and Hedging in Se…Options Trading and the Cost of Equity Capital (2012)Options Trading and the Cost …Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage? (2011)Option Prices Leading Equity …Options trading activity and firm valuation (2009)Options trading activity and …Information, Trading, and Product Market Interactions: Cross‐sectional Implications of Informed Trading (2008)Information, Trading, and Pro…Differences of Opinion of Public Information and Speculative Trading in Stocks and Options (2008)Differences of Opinion of Pub…Convertible bond arbitrage, liquidity externalities, and stock prices☆ (2008)Convertible bond arbitrage, l…Stealth Trading in Options Markets (2007)Stealth Trading in Options Ma…The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (2003)The Behavior of Bid‐Ask Sprea…Strategic Trading, Liquidity, and Information Acquisition (2003)Strategic Trading, Liquidity,…Non‐linear Predictability of UK Stock Market Returns* (2003)Non‐linear Predictability of …The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium (1999)The Effect of Derivative Asse…Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market (1999)Modeling the Impacts of Marke…Noise Trading, Delegated Portfolio Management, and Economic Welfare (1997)Noise Trading, Delegated Port…Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Trades, quotes, inventories, and information (1988)The Summary Informativeness of Stock Trades: An Econometric Analysis (1991)Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Martingales and arbitrage in multiperiod securities markets (1979)Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets (1995)Model Uncertainty and Option Markets with Heterogeneous Beliefs (2006)Brownian Motion and Stochastic Calculus (2007)O/S: The relative trading activity in options and stock (2009)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Theory of rational option pricing (2005)Neglected risks, financial innovation, and financial fragility (2011)The General Theory of Employment, Interest and Money. (1936)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)On the Possibility of Speculation under Rational Expectations (1982)The Consequences of the Dependence of Quality on Price (1987)The Use of Knowledge in Society (1996)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1976Options and Efficiency830 cited
  • 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist517 cited
  • 1993Asymmetric Information and Options360 cited
  • 1992Trading Mechanisms in Securities Markets356 cited
  • 1991Insiders, Outsiders, and Market Breakdowns255 cited

Cited by

  • 2009Options trading activity and firm valuation202 cited
  • 1997Noise Trading, Delegated Portfolio Management, and Economic Welfare185 cited
  • 2011Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?183 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1999
The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
173 cited
  • 2003The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999162 cited
  • 2008Differences of Opinion of Public Information and Speculative Trading in Stocks and Options160 cited
  • 2007Stealth Trading in Options Markets129 cited
  • 2013Speculation and Hedging in Segmented Markets124 cited
  • 2019Chasing Private Information122 cited
  • 2003Non‐linear Predictability of UK Stock Market Returns*117 cited
  • 2008Convertible bond arbitrage, liquidity externalities, and stock prices☆110 cited
  • 2015Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets106 cited
  • 2008Information, Trading, and Product Market Interactions: Cross‐sectional Implications of Informed Trading100 cited
  • 1999Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market99 cited
  • 2012Options Trading and the Cost of Equity Capital75 cited
  • 2003Strategic Trading, Liquidity, and Information Acquisition73 cited