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The Informational Role of Trading Volume in Thinly Traded Options Markets

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  • Choe, Kyoungin
  • Goodwin, Barry K.

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  • Choe, Kyoungin & Goodwin, Barry K., 2026. "The Informational Role of Trading Volume in Thinly Traded Options Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprint), June.
    • Handle: RePEc:ags:jlaare:401354
    DOI: 10.22004/ag.econ.401354
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    File URL: https://ageconsearch.umn.edu/record/401354/files/Choe_preprint.pdf
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    References listed on IDEAS

    as
    1. Steen Koekebakker & Gudbrand Lien, 2004. "Volatility and Price Jumps in Agricultural Futures Prices—Evidence from Wheat Options," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(4), pages 1018-1031.
    2. Thorsten M. Egelkraut & Philip Garcia & Bruce J. Sherrick, 2007. "The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(1), pages 1-11.
    3. Copeland, Thomas E, 1976. "A Model of Asset Trading under the Assumption of Sequential Information Arrival," Journal of Finance, American Finance Association, vol. 31(4), pages 1149-1168, September.
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