Decomposing Informed Trading in Equity Options
The study uses a multi-asset model to show that components of informed trading can predict high-volatility events in equity options.
Featured in No. 41 on 20 Mar 2024 · 1 day after release · 0 citations today
- Released
- 19 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4765294
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