---
title: Financial Market Developments and Employee Welfare
url: https://www.ml-quant.com/papers/ssrn/4690550/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4690550
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4690550
featured: 2024-01-17
citations: unknown
topic: Derivatives & Volatility
---


# Financial Market Developments and Employee Welfare

Equity options and credit default swaps trading benefits company employees by reducing short-term managerial focus and improving information efficiency.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4690550
- Identifier: SSRN 4690550
- Released: 2023-04-19
- First featured: Quant Letter No. 33 (2024-01-17): https://www.ml-quant.com/issues/2024-01-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Risk Revisited](https://www.ml-quant.com/papers/ssrn/4825844/): The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility.
- [Rough Volatility: Fact or Artefact?](https://www.ml-quant.com/papers/arxiv/2203.13820/): Fact or Artifact: The study proposes a new method to estimate the roughness of financial asset volatility, attributing observed roughness to microstructure noise.
- [0DTEs: Trading, Gamma Risk and Volatility Propagation](https://www.ml-quant.com/papers/ssrn/4692190/): A study reveals that short-term options trading does not increase market volatility, but rather has an inverse relationship with intraday volatility.
- [Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity](https://www.ml-quant.com/papers/ssrn/4694674/): A study using crypto assets indicates that jumps in asset prices are signs of extreme liquidity and can be effectively modeled using autoregressive models adjusted with liquidity.
- [SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks](https://www.ml-quant.com/papers/arxiv/2401.06249/): Intraday Volatility Forecasting: The article introduces SpotV2Net, a new model for predicting intraday spot volatility using a Graph Attention Network, which has shown better accuracy in predicting Dow Jones Industrial Average index prices.
- [A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing](https://www.ml-quant.com/papers/arxiv/2401.08093/): The article suggests a two-step Longstaff Schwartz Monte Carlo method for pricing game options, which provides more reliable results than the original method.