Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?
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- Cristhian Mellado & Surendranath R. Jory & Thanh N. Ngo, 2016. "Do Option Traders Target Firms With Poor Earnings Quality," 2016 Papers pme563, Job Market Papers.
- Hao, (Grace) Qing, 2016. "Is there information leakage prior to share repurchase announcements? Evidence from daily options trading," Journal of Financial Markets, Elsevier, vol. 27(C), pages 79-101.
- repec:eee:empfin:v:42:y:2017:i:c:p:40-65 is not listed on IDEAS
- repec:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0243-4 is not listed on IDEAS
- repec:eee:corfin:v:46:y:2017:i:c:p:34-50 is not listed on IDEAS
- Anagnostopoulou, Seraina C. & Tsekrekos, Andrianos E., 2015. "Accounting quality, information risk and implied volatility around earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 188-207.
- Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014. "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 101-113.
- Chung, Sung Gon & Louis, Henock, 2017. "Earnings announcements and option returns," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 220-235.
- Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012. "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper 42566, University Library of Munich, Germany.
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