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Does option trading convey stock price information? · Study

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ArticleDoes option trading convey stock price information?

Jianfeng Hu2013

Article2013

Does option trading convey stock price information?

243 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 1973An Intertemporal Capital Asset Pricing Model 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1991Inferring Trade Direction from Intraday Data

Cited by

2016Can information be locked up? Informed trading ahead of macro-news announcements 2017The bright side of financial derivatives: Options trading and firm innovation 2019Informed Options Trading Prior to Takeover Announcements: Insider Trading?2017Informed trading and price discovery before corporate events 2016Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?2019Price discovery in stock and options markets

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Option trading: Information or differences of opinion?article · 16 shared references 2013The Joint Cross Section of Stocks and Optionsreport · 15 shared references 2017Option Listing and Information Asymmetryarticle · 15 shared references 2017Illiquidity Premia in the Equity Options Marketarticle · 14 shared references 2012Illiquidity Premia in the Equity Options Marketpreprint · 14 shared references 2019Chasing Private Informationarticle · 13 shared references

Details

Year2013

Typearticle

Published2013-12-19

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations243

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2013.12.004

openalex_workW3124012909

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2020Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market

2017Option Listing and Information Asymmetry