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Informed Trading by Advisor Banks: Evidence from Options Holdings
16 references·3 citing·47 second hop
Informed Trading by Advisor Banks: Evidence from Options Holdings (2018)Informed Trading by Advisor Banks: Eviden…The option to stock volume ratio and future returns (2012)The option to stock volume ra…What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (2010)What Does the Individual Opti…The Role of Boards of Directors in Corporate Governance: A Conceptual Framework and Survey (2010)The Role of Boards of Directo…Deviations from Put-Call Parity and Stock Return Predictability (2010)Deviations from Put-Call Pari…O/S: The relative trading activity in options and stock (2009)O/S: The relative trading act…Sell Side School Ties (2008)Sell Side School TiesThe Information in Option Volume for Future Stock Prices (2006)The Information in Option Vol…Informational content of option volume prior to takeovers (2005)Informational content of opti…New Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…Characteristics of Risk and Return in Risk Arbitrage (2001)Characteristics of Risk and R…Abnormal returns to rivals of acquisition targets: A test of the `acquisition probability hypothesis' (2000)Abnormal returns to rivals of…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Asymmetric Information and Options (1993)Asymmetric Information and Op…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Fact and Fantasy in the Use of Options (1975)Fact and Fantasy in the Use o…Option Trading Activity, News Releases, and Stock Return Predictability (2022)Option Trading Activity, News…Informed Trading Reactions to New Private Information: Evidence from Nonpublic Merger Negotiations (2020)Informed Trading Reactions to…Informed Options Trading Before Corporate Events (2020)Informed Options Trading Befo…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)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Stock return variances (1986)The theory and practice of econometrics (1986)Price, trade size, and information in securities markets (1987)Stealth-trading: Which traders' trades move stock prices? 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(2017)Common risk factors in the returns on stocks and bonds (1993)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Does realized skewness predict the cross-section of equity returns? (2015)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresThe Limits of Arbitrage (1995)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆ (2007)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Stock market driven acquisitions (2003)Firm size and the gains from acquisitions (2004)Who makes acquisitions? CEO overconfidence and the market's reaction☆ (2008)Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978 (1985)Informed Trading in Stock and Option Markets (2004)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2001New Evidence and Perspectives on Mergers2,803 cited
  • 2010The Role of Boards of Directors in Corporate Governance: A Conceptual Framework and Survey2,365 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 1975Fact and Fantasy in the Use of Options1,021 cited
  • 2006The Information in Option Volume for Future Stock Prices847 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 2008Sell Side School Ties806 cited
  • 2001Characteristics of Risk and Return in Risk Arbitrage765 cited
  • 2010What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?712 cited
  • 2010Deviations from Put-Call Parity and Stock Return Predictability624 cited
  • 2000Abnormal returns to rivals of acquisition targets: A test of the `acquisition probability hypothesis'431 cited
  • 2005Informational content of option volume prior to takeovers405 cited
  • 1993Asymmetric Information and Options360 cited
  • 2012The option to stock volume ratio and future returns356 cited

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  • 2009O/S: The relative trading activity in options and stock351 cited
  • Cited by

    • 2022Option Trading Activity, News Releases, and Stock Return Predictability38 cited
    • 2020Informed Trading Reactions to New Private Information: Evidence from Nonpublic Merger Negotiations34 cited
    • 2020Informed Options Trading Before Corporate Events31 cited